+116.0%
INTC vs VSH
+67.3%
+48.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +18.0% | +3.5% | +14.5% | +15.7% |
| 30D | +8.9% | -4.4% | +13.3% | +11.5% |
| 3M | -1.6% | -45.8% | +44.3% | +35.0% |
| 6M | +133.1% | +90.1% | +42.9% | +57.5% |
| YTD | +187.9% | +120.3% | +67.6% | +80.7% |
| 1Y | +334.7% | +112.2% | +222.5% | +176.4% |
| 3Y | +184.2% | +36.6% | +147.6% | +117.4% |
| 5Y | +116.0% | +67.0% | +49.0% | +37.6% |
| All | +116.0% | +67.3% | +48.7% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling