+236.7%
INTU vs VFC
-48.6%
+285.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.4% |
| 7D | +0.1% | +1.6% | -1.6% | -0.4% |
| 30D | +10.1% | +25.5% | -15.4% | +4.0% |
| 3M | -4.2% | +41.3% | -45.5% | -12.3% |
| 6M | -7.2% | +22.2% | -29.5% | -13.0% |
| YTD | -47.7% | +16.4% | -64.1% | -50.9% |
| 1Y | -46.7% | +38.4% | -85.1% | -52.3% |
| 3Y | -34.1% | +56.2% | -90.3% | -50.7% |
| 5Y | -43.3% | -68.2% | +24.9% | -22.8% |
| All | +236.7% | -48.6% | +285.4% | +272.7% |
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