+69.7%
INTC vs VST
+866.2%
-796.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -6.2% | -4.2% | -8.7% |
| 7D | -43.2% | -19.9% | -23.3% | -39.8% |
| 30D | -53.6% | -29.7% | -23.9% | -49.1% |
| 3M | -48.3% | -19.6% | -28.7% | -45.3% |
| 6M | -51.7% | -29.4% | -22.3% | -47.3% |
| YTD | +41.6% | -29.7% | +71.3% | +53.4% |
| 1Y | +36.1% | -40.0% | +76.2% | +52.5% |
| 3Y | +39.3% | +231.0% | -191.7% | -4.3% |
| 5Y | +10.6% | +500.1% | -489.4% | -35.4% |
| 10Y | +90.4% | +1,004.2% | -913.8% | +0.9% |
| All | +69.7% | +866.2% | -796.4% | -10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling