+134.6%
INTF vs VT
+211.4%
-76.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +0.7% |
| 7D | +1.3% | +0.4% | +0.9% | +0.9% |
| 30D | +1.2% | -2.6% | +3.8% | +3.6% |
| 3M | -3.0% | -3.2% | +0.2% | -0.1% |
| 6M | +2.7% | +0.9% | +1.8% | +1.7% |
| YTD | +12.6% | +11.3% | +1.3% | +2.2% |
| 1Y | +18.7% | +14.0% | +4.6% | +5.4% |
| 3Y | +79.3% | +75.8% | +3.5% | +7.3% |
| 5Y | +65.7% | +57.8% | +7.8% | +8.9% |
| 10Y | +148.2% | +219.8% | -71.6% | -12.9% |
| All | +134.6% | +211.4% | -76.7% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling