+121.2%
INTC vs VST
+1,169.0%
-1,047.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +7.1% |
| 7D | +7.3% | +10.9% | -3.7% | +4.5% |
| 30D | -38.3% | -15.6% | -22.7% | -35.5% |
| 3M | -36.0% | -7.8% | -28.3% | -34.7% |
| 6M | -51.7% | -12.0% | -39.7% | -50.1% |
| YTD | +69.4% | -16.9% | +86.3% | +75.8% |
| 1Y | +65.0% | -25.1% | +90.1% | +75.0% |
| 3Y | +63.0% | +297.1% | -234.1% | +6.2% |
| 5Y | +33.4% | +641.9% | -608.6% | -26.8% |
| 10Y | +121.2% | +1,142.3% | -1,021.1% | +9.6% |
| All | +121.2% | +1,169.0% | -1,047.8% | +9.6% |
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