+27.8%
INTC vs VST
+633.9%
-606.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.2% |
| 7D | +6.0% | +6.6% | -0.6% | +4.2% |
| 30D | -39.2% | -12.4% | -26.8% | -36.9% |
| 3M | -42.9% | -9.0% | -33.9% | -41.5% |
| 6M | -50.4% | -6.4% | -44.0% | -49.4% |
| YTD | +61.7% | -17.2% | +78.9% | +68.0% |
| 1Y | +66.1% | -22.0% | +88.2% | +74.6% |
| 3Y | +58.1% | +296.7% | -238.5% | -1.9% |
| All | +27.8% | +633.9% | -606.0% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling