+112.6%
INTG vs VT
+374.2%
-261.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +2.2% | +0.4% | +1.7% | +2.1% |
| 30D | +17.2% | +1.0% | +16.2% | +17.1% |
| 3M | +8.0% | +2.4% | +5.6% | +7.6% |
| 6M | +12.1% | +12.0% | +0.1% | +10.3% |
| YTD | +27.4% | +15.3% | +12.1% | +24.9% |
| 1Y | +100.9% | +22.6% | +78.4% | +95.3% |
| 3Y | +6.4% | +74.7% | -68.3% | -1.3% |
| 5Y | -21.2% | +66.1% | -87.3% | -26.7% |
| 10Y | +47.0% | +225.0% | -178.0% | +22.2% |
| All | +112.6% | +374.2% | -261.6% | +53.7% |
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