+211.1%
INTU vs VFC
-69.1%
+280.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.9% | -2.3% | -3.7% |
| 7D | -7.5% | +0.8% | -8.4% | -7.7% |
| 30D | -1.9% | -11.9% | +10.0% | +1.1% |
| 3M | +4.9% | -20.2% | +25.0% | +9.6% |
| 6M | -33.2% | -23.0% | -10.2% | -30.0% |
| YTD | -51.4% | -26.2% | -25.2% | -48.8% |
| 1Y | -52.0% | -13.3% | -38.7% | -52.0% |
| 3Y | -40.7% | -25.5% | -15.2% | -45.9% |
| 5Y | -41.7% | -78.1% | +36.4% | -14.3% |
| 10Y | +211.1% | -68.8% | +279.9% | +286.5% |
| All | +211.1% | -69.1% | +280.2% | +286.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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