+151.2%
INTF vs VT
+222.7%
-71.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.3% | -0.4% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -0.6% | -0.7% | +0.1% | 0.0% |
| 3M | +6.0% | +4.0% | +2.0% | +2.2% |
| 6M | +10.3% | +12.3% | -1.9% | -0.8% |
| YTD | +15.0% | +14.0% | +1.0% | +2.0% |
| 1Y | +23.3% | +20.3% | +3.0% | +4.2% |
| 3Y | +78.4% | +75.4% | +2.9% | +6.4% |
| 5Y | +66.0% | +66.0% | +0.1% | +3.8% |
| 10Y | +151.2% | +228.2% | -77.0% | -15.4% |
| All | +151.2% | +222.7% | -71.4% | -15.4% |
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