+240.3%
INTC vs VUG
+1,188.6%
-948.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.5% |
| 7D | +6.0% | +2.5% | +3.5% | +3.3% |
| 30D | -39.2% | -6.3% | -32.9% | -33.2% |
| 3M | -42.9% | -6.0% | -36.9% | -37.2% |
| 6M | -50.4% | -3.5% | -46.9% | -46.2% |
| YTD | +61.7% | +3.9% | +57.8% | +63.3% |
| 1Y | +66.1% | +5.1% | +61.0% | +66.1% |
| 3Y | +58.1% | +77.9% | -19.7% | -8.6% |
| 5Y | +27.9% | +62.4% | -34.5% | -19.6% |
| 10Y | +111.1% | +399.4% | -288.3% | -61.0% |
| All | +240.3% | +1,188.6% | -948.3% | -78.5% |
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