+336.3%
INTC vs VXUS
+164.4%
+172.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +6.5% |
| 7D | +7.3% | -0.5% | +7.8% | +8.4% |
| 30D | -38.3% | -1.2% | -37.1% | -36.8% |
| 3M | -36.0% | -3.8% | -32.2% | -32.3% |
| 6M | -51.7% | -1.7% | -50.0% | -49.0% |
| YTD | +69.4% | +11.4% | +58.0% | +58.6% |
| 1Y | +65.0% | +13.3% | +51.7% | +52.1% |
| 3Y | +63.0% | +70.0% | -7.0% | +2.9% |
| 5Y | +33.4% | +48.1% | -14.7% | -3.3% |
| 10Y | +121.2% | +147.1% | -25.9% | +6.5% |
| All | +336.3% | +164.4% | +172.0% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling