+117.4%
INTC vs VT
+222.7%
-105.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.2% |
| 7D | +17.1% | +2.9% | +14.2% | +12.5% |
| 30D | -40.5% | -2.5% | -38.0% | -37.2% |
| 3M | -39.4% | -3.3% | -36.0% | -35.0% |
| 6M | -49.3% | +1.5% | -50.8% | -48.3% |
| YTD | +65.9% | +11.4% | +54.5% | +50.9% |
| 1Y | +61.5% | +11.9% | +49.6% | +46.4% |
| 3Y | +59.6% | +73.9% | -14.3% | -15.8% |
| 5Y | +31.2% | +57.9% | -26.7% | -20.9% |
| All | +117.4% | +222.7% | -105.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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