+128.7%
INTG vs VT
+345.0%
-216.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +1.8% |
| 7D | -1.1% | -4.2% | +3.1% | -0.6% |
| 30D | +35.1% | -5.8% | +40.9% | +36.1% |
| 3M | +26.1% | -5.2% | +31.3% | +26.8% |
| 6M | -3.9% | +0.1% | -4.0% | -4.0% |
| YTD | +37.0% | +8.2% | +28.8% | +35.3% |
| 1Y | +9.5% | +10.1% | -0.7% | +7.8% |
| 3Y | +46.8% | +69.7% | -22.9% | +36.6% |
| 5Y | -14.0% | +53.4% | -67.4% | -19.2% |
| 10Y | +73.0% | +219.2% | -146.3% | +43.9% |
| All | +128.7% | +345.0% | -216.3% | +66.5% |
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 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