+59.2%
INTC vs VST
+296.4%
-237.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +7.3% | -1.8% | +3.5% |
| 7D | -1.0% | -0.5% | -0.5% | -1.1% |
| 30D | -43.3% | -17.1% | -26.2% | -40.5% |
| 3M | -41.6% | -4.6% | -37.0% | -40.9% |
| 6M | -52.5% | -9.1% | -43.4% | -51.3% |
| YTD | +60.9% | -16.6% | +77.5% | +66.6% |
| 1Y | +55.7% | -29.5% | +85.2% | +66.6% |
| 3Y | +59.2% | +297.5% | -238.4% | +35.3% |
| All | +59.2% | +296.4% | -237.2% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling