+243.2%
INTC vs VUG
+419.9%
-176.8%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.0% | -5.0% |
| 7D | +9.4% | -1.9% | +11.3% | +11.7% |
| 30D | +2.7% | -1.6% | +4.2% | +4.6% |
| 3M | -6.3% | +4.4% | -10.7% | -9.5% |
| 6M | +114.5% | +13.2% | +101.3% | +92.0% |
| YTD | +171.9% | +7.5% | +164.4% | +157.3% |
| 1Y | +305.0% | +12.5% | +292.5% | +267.0% |
| 3Y | +168.3% | +86.0% | +82.4% | +45.1% |
| 5Y | +102.3% | +76.5% | +25.8% | +14.5% |
| All | +243.2% | +419.9% | -176.8% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VUG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling