+111.9%
INTC vs VUG
+398.3%
-286.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.4% |
| 7D | +6.0% | +2.5% | +3.5% | +3.2% |
| 30D | -39.2% | -6.3% | -32.9% | -33.0% |
| 3M | -42.9% | -6.0% | -36.9% | -37.0% |
| 6M | -50.4% | -3.5% | -46.9% | -46.1% |
| YTD | +61.7% | +3.9% | +57.8% | +63.4% |
| 1Y | +66.1% | +5.1% | +61.0% | +66.3% |
| 3Y | +58.1% | +77.9% | -19.7% | -7.7% |
| 5Y | +27.9% | +62.4% | -34.5% | -18.3% |
| All | +111.9% | +398.3% | -286.3% | -63.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling