+171.2%
INTC vs VYM
+65.1%
+106.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.3% |
| 7D | +7.5% | -0.8% | +8.3% | +9.1% |
| 30D | +2.0% | -2.2% | +4.2% | +6.4% |
| 3M | -12.0% | +3.1% | -15.1% | -17.1% |
| 6M | +114.5% | +9.7% | +104.8% | +80.4% |
| YTD | +179.0% | +14.9% | +164.1% | +116.1% |
| 1Y | +318.3% | +17.6% | +300.7% | +211.0% |
| 3Y | +171.2% | +65.3% | +105.9% | +29.9% |
| All | +171.2% | +65.1% | +106.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 3y: compounded portfolio wealth divided by compounded VYM 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…
3y analysis · Full analysis span regression · 6 months rolling