+149.1%
INTF vs VT
+217.6%
-68.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | +1.2% | -0.1% | +1.4% | +1.4% |
| 30D | +0.6% | -3.1% | +3.7% | +3.5% |
| 3M | -3.2% | -3.5% | +0.3% | 0.0% |
| 6M | +2.1% | +0.5% | +1.7% | +1.6% |
| YTD | +12.0% | +10.8% | +1.2% | +2.0% |
| 1Y | +16.8% | +11.9% | +4.9% | +5.4% |
| 3Y | +77.8% | +73.0% | +4.8% | +7.4% |
| 5Y | +66.4% | +58.6% | +7.8% | +8.3% |
| 10Y | +149.1% | +219.2% | -70.0% | -15.5% |
| All | +149.1% | +217.6% | -68.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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