+105.7%
INTC vs VST
+1,147.5%
-1,041.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.5% |
| 7D | -4.0% | -6.0% | +2.0% | -2.6% |
| 30D | -44.5% | -18.8% | -25.7% | -41.4% |
| 3M | -40.4% | -8.0% | -32.4% | -39.1% |
| 6M | -53.5% | -10.9% | -42.5% | -52.0% |
| YTD | +57.5% | -18.3% | +75.9% | +64.2% |
| 1Y | +51.2% | -29.9% | +81.1% | +62.8% |
| 3Y | +51.6% | +290.3% | -238.7% | -0.8% |
| 5Y | +23.5% | +635.3% | -611.8% | -32.1% |
| All | +105.7% | +1,147.5% | -1,041.7% | +2.4% |
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