+14,280.4%
INTU vs VFC
+412.2%
+13,868.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -4.0% |
| 7D | -7.1% | -1.6% | -5.5% | -6.7% |
| 30D | +1.5% | -11.6% | +13.1% | +5.1% |
| 3M | +10.7% | -18.1% | +28.8% | +15.7% |
| 6M | -23.8% | -27.4% | +3.5% | -18.3% |
| YTD | -49.3% | -24.8% | -24.5% | -46.5% |
| 1Y | -49.7% | -8.2% | -41.4% | -50.5% |
| 3Y | -38.0% | -29.1% | -8.9% | -43.1% |
| 5Y | -38.7% | -79.2% | +40.4% | -15.4% |
| 10Y | +221.3% | -68.1% | +289.4% | +260.7% |
| All | +14,280.4% | +412.2% | +13,868.2% | +6,243.7% |
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 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