+117.4%
INTC vs VXUS
+146.4%
-29.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.1% | -0.8% |
| 7D | +17.1% | +2.3% | +14.8% | +13.7% |
| 30D | -40.5% | -2.2% | -38.2% | -37.8% |
| 3M | -39.4% | -5.4% | -34.0% | -33.5% |
| 6M | -49.3% | -1.2% | -48.0% | -46.2% |
| YTD | +65.9% | +10.4% | +55.5% | +54.2% |
| 1Y | +61.5% | +11.8% | +49.7% | +48.0% |
| 3Y | +59.6% | +68.4% | -8.8% | -9.2% |
| 5Y | +31.2% | +45.9% | -14.7% | -11.0% |
| All | +117.4% | +146.4% | -29.0% | -8.9% |
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