+100.1%
INTC vs VSXY
+37.5%
+62.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.1% | -0.5% | +2.1% |
| 7D | +7.5% | +0.1% | +7.3% | +7.5% |
| 30D | +2.0% | -18.7% | +20.6% | +4.9% |
| 3M | -12.0% | -4.0% | -8.0% | -12.0% |
| 6M | +114.5% | +67.5% | +47.1% | +93.0% |
| YTD | +179.0% | +39.7% | +139.3% | +157.8% |
| 1Y | +318.3% | +180.0% | +138.3% | +246.4% |
| 3Y | +171.2% | +337.3% | -166.1% | +95.6% |
| 5Y | +107.6% | +22.7% | +84.9% | +74.2% |
| All | +100.1% | +37.5% | +62.5% | +66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling