+252.1%
INTC vs VWO
+117.1%
+135.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.8% |
| 7D | +7.5% | -1.8% | +9.2% | +9.7% |
| 30D | +2.0% | -0.1% | +2.1% | +2.2% |
| 3M | -12.0% | +2.2% | -14.2% | -12.7% |
| 6M | +114.5% | +8.8% | +105.8% | +102.4% |
| YTD | +179.0% | +12.4% | +166.6% | +155.2% |
| 1Y | +318.3% | +15.6% | +302.7% | +272.6% |
| 3Y | +171.2% | +62.5% | +108.7% | +73.5% |
| 5Y | +107.6% | +34.3% | +73.3% | +59.5% |
| All | +252.1% | +117.1% | +135.0% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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