+211.2%
INTC vs VST
+1,175.7%
-964.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.5% | +1.0% | +3.6% |
| 7D | +7.1% | +8.9% | -1.8% | +4.9% |
| 30D | -5.2% | +6.2% | -11.4% | -6.6% |
| 3M | -14.3% | -2.7% | -11.6% | -13.7% |
| 6M | +110.2% | -8.4% | +118.5% | +113.9% |
| YTD | +159.6% | -7.2% | +166.8% | +162.0% |
| 1Y | +289.3% | -20.9% | +310.2% | +304.9% |
| 3Y | +166.1% | +384.0% | -217.9% | +65.8% |
| 5Y | +94.4% | +757.1% | -662.7% | +3.6% |
| All | +211.2% | +1,175.7% | -964.5% | +52.4% |
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