+446.4%
INTC vs VUG
+1,251.8%
-805.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.5% | +5.0% | +5.0% |
| 7D | +7.1% | -0.1% | +7.2% | +7.2% |
| 30D | -5.2% | -0.3% | -4.9% | -4.7% |
| 3M | -14.3% | -0.7% | -13.6% | -12.2% |
| 6M | +110.2% | +14.6% | +95.6% | +85.9% |
| YTD | +159.6% | +9.0% | +150.6% | +142.2% |
| 1Y | +289.3% | +14.9% | +274.4% | +245.0% |
| 3Y | +166.1% | +86.0% | +80.0% | +42.5% |
| 5Y | +94.4% | +76.7% | +17.7% | +8.4% |
| 10Y | +227.7% | +411.3% | -183.6% | -42.6% |
| All | +446.4% | +1,251.8% | -805.4% | -68.1% |
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