+235.3%
INTU vs VFC
-44.8%
+280.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.6% |
| 7D | -3.9% | +7.7% | -11.6% | -5.7% |
| 30D | +11.7% | +39.2% | -27.5% | +2.9% |
| 3M | +4.5% | +40.3% | -35.8% | -4.1% |
| 6M | -13.9% | +11.4% | -25.2% | -17.3% |
| YTD | -48.2% | +17.5% | -65.7% | -51.5% |
| 1Y | -47.1% | +45.9% | -93.0% | -53.4% |
| 3Y | -32.5% | +47.3% | -79.8% | -48.4% |
| 5Y | -42.6% | -67.2% | +24.6% | -22.6% |
| 10Y | +235.3% | -46.1% | +281.4% | +268.5% |
| All | +235.3% | -44.8% | +280.1% | +268.5% |
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