+24.0%
INTC vs VST
+629.3%
-605.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | 0.0% | -1.5% |
| 7D | -4.0% | -6.0% | +2.0% | -2.5% |
| 30D | -44.5% | -18.8% | -25.7% | -41.3% |
| 3M | -40.4% | -8.0% | -32.4% | -39.0% |
| 6M | -53.5% | -10.9% | -42.5% | -52.0% |
| YTD | +57.5% | -18.3% | +75.9% | +64.3% |
| 1Y | +51.2% | -29.9% | +81.1% | +62.9% |
| 3Y | +51.6% | +290.3% | -238.7% | -5.4% |
| All | +24.0% | +629.3% | -605.3% | -38.9% |
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