+98.7%
INTC vs VST
+1,112.0%
-1,013.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +10.6% | -2.8% | +4.9% |
| 7D | -14.4% | -9.8% | -4.6% | -12.2% |
| 30D | -50.2% | -25.1% | -25.1% | -46.4% |
| 3M | -43.6% | -11.6% | -32.0% | -41.8% |
| 6M | -50.2% | -20.9% | -29.3% | -47.2% |
| YTD | +52.5% | -22.3% | +74.8% | +61.0% |
| 1Y | +51.1% | -32.0% | +83.1% | +64.1% |
| 3Y | +50.3% | +262.4% | -212.1% | +0.2% |
| 5Y | +19.2% | +563.4% | -544.2% | -32.7% |
| All | +98.7% | +1,112.0% | -1,013.3% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling