+252.1%
INTC vs VTEB
+17.9%
+234.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.2% |
| 7D | +7.5% | -0.9% | +8.4% | +8.8% |
| 30D | +2.0% | -2.5% | +4.5% | +5.4% |
| 3M | -12.0% | -3.0% | -9.0% | -8.4% |
| 6M | +114.5% | -2.1% | +116.7% | +121.3% |
| YTD | +179.0% | -1.5% | +180.5% | +185.7% |
| 1Y | +318.3% | +0.2% | +318.1% | +320.1% |
| 3Y | +171.2% | +8.6% | +162.7% | +145.2% |
| 5Y | +107.6% | +1.2% | +106.4% | +104.1% |
| All | +252.1% | +17.9% | +234.3% | +231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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