+252.1%
INTC vs VTR
+99.2%
+152.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +7.5% | -0.3% | +7.8% | +7.5% |
| 30D | +2.0% | +1.1% | +0.9% | +1.6% |
| 3M | -12.0% | +7.9% | -19.9% | -14.5% |
| 6M | +114.5% | +6.2% | +108.4% | +109.0% |
| YTD | +179.0% | +17.7% | +161.2% | +163.9% |
| 1Y | +318.3% | +32.9% | +285.4% | +281.4% |
| 3Y | +171.2% | +129.7% | +41.5% | +110.2% |
| 5Y | +107.6% | +89.3% | +18.3% | +67.6% |
| All | +252.1% | +99.2% | +152.9% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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