+637.0%
INTC vs VWO
+324.1%
+312.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.1% |
| 7D | +18.0% | +0.2% | +17.8% | +17.8% |
| 30D | +8.9% | +0.9% | +8.0% | +8.3% |
| 3M | -1.6% | +4.3% | -5.8% | -3.3% |
| 6M | +133.1% | +10.5% | +122.5% | +122.0% |
| YTD | +187.9% | +13.4% | +174.6% | +170.1% |
| 1Y | +334.7% | +18.6% | +316.1% | +295.9% |
| 3Y | +184.2% | +65.8% | +118.4% | +108.3% |
| 5Y | +116.0% | +35.2% | +80.8% | +82.6% |
| 10Y | +270.0% | +116.6% | +153.3% | +135.4% |
| All | +637.0% | +324.1% | +312.9% | +194.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling