+103.0%
INTC vs VSXY
+42.7%
+60.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +3.9% | +5.2% | +8.5% |
| 7D | +17.4% | -6.8% | +24.2% | +18.5% |
| 30D | +2.8% | -20.4% | +23.1% | +6.1% |
| 3M | -5.3% | +2.9% | -8.2% | -6.2% |
| 6M | +140.6% | +67.9% | +72.7% | +116.3% |
| YTD | +183.1% | +44.9% | +138.3% | +160.2% |
| 1Y | +326.8% | +205.9% | +120.8% | +248.8% |
| 3Y | +179.4% | +373.9% | -194.4% | +98.8% |
| 5Y | +111.7% | +23.5% | +88.3% | +76.6% |
| All | +103.0% | +42.7% | +60.4% | +67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling