+14,729.7%
INTU vs VFC
+680.4%
+14,049.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | +0.1% | +11.2% | -11.1% | -3.0% |
| 30D | +15.4% | +41.5% | -26.1% | +4.3% |
| 3M | +6.6% | +38.9% | -32.4% | -3.4% |
| 6M | -11.3% | +6.1% | -17.4% | -14.3% |
| YTD | -47.7% | +14.5% | -62.3% | -51.2% |
| 1Y | -47.0% | +46.0% | -93.0% | -54.2% |
| 3Y | -29.9% | +36.4% | -66.3% | -46.4% |
| 5Y | -42.2% | -67.5% | +25.3% | -29.8% |
| 10Y | +251.7% | -45.8% | +297.5% | +236.8% |
| All | +14,729.7% | +680.4% | +14,049.2% | +5,679.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling