+243.2%
INTC vs VXUS
+148.6%
+94.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.3% | -4.3% | -3.8% |
| 7D | +9.4% | -1.9% | +11.4% | +12.4% |
| 30D | +2.7% | -0.7% | +3.4% | +3.8% |
| 3M | -6.3% | +4.9% | -11.2% | -10.3% |
| 6M | +114.5% | +9.7% | +104.8% | +97.0% |
| YTD | +171.9% | +15.0% | +156.9% | +135.5% |
| 1Y | +305.0% | +22.4% | +282.6% | +225.3% |
| 3Y | +168.3% | +72.2% | +96.1% | +45.7% |
| 5Y | +102.3% | +52.6% | +49.7% | +27.3% |
| All | +243.2% | +148.6% | +94.5% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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