+179.4%
INTC vs VUG
+88.1%
+91.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -0.4% | +9.4% | +9.6% |
| 7D | +17.4% | +0.9% | +16.6% | +15.9% |
| 30D | +2.8% | -1.4% | +4.2% | +5.0% |
| 3M | -5.3% | +2.3% | -7.6% | -7.0% |
| 6M | +140.6% | +15.7% | +124.9% | +104.8% |
| YTD | +183.1% | +8.6% | +174.5% | +159.6% |
| 1Y | +326.8% | +14.1% | +312.7% | +271.2% |
| 3Y | +179.4% | +87.9% | +91.5% | +34.9% |
| All | +179.4% | +88.1% | +91.4% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling