+121.2%
INTC vs VXUS
+146.5%
-25.3%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +6.2% |
| 7D | +7.3% | -0.5% | +7.8% | +8.6% |
| 30D | -38.3% | -1.2% | -37.1% | -36.5% |
| 3M | -36.0% | -3.8% | -32.2% | -31.4% |
| 6M | -51.7% | -1.7% | -50.0% | -48.5% |
| YTD | +69.4% | +11.4% | +58.0% | +55.5% |
| 1Y | +65.0% | +13.3% | +51.7% | +48.5% |
| 3Y | +63.0% | +70.0% | -7.0% | -8.5% |
| 5Y | +33.4% | +48.1% | -14.7% | -11.3% |
| 10Y | +121.2% | +147.1% | -25.9% | -7.5% |
| All | +121.2% | +146.5% | -25.3% | -7.5% |
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