+256.5%
INTC vs VUG
+1,203.7%
-947.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.7% | +5.8% | +5.6% |
| 7D | +7.3% | -1.1% | +8.3% | +9.2% |
| 30D | -38.3% | -7.0% | -31.3% | -31.6% |
| 3M | -36.0% | -3.7% | -32.3% | -31.5% |
| 6M | -51.7% | -1.6% | -50.1% | -48.8% |
| YTD | +69.4% | +5.1% | +64.2% | +68.8% |
| 1Y | +65.0% | +3.8% | +61.2% | +67.3% |
| 3Y | +63.0% | +79.9% | -16.9% | -7.0% |
| 5Y | +33.4% | +66.4% | -33.0% | -18.4% |
| 10Y | +121.2% | +405.3% | -284.1% | -59.7% |
| All | +256.5% | +1,203.7% | -947.2% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling