-42.6%
INTU vs VIG
+63.4%
-105.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -4.4% |
| 7D | -3.9% | +0.4% | -4.3% | -4.8% |
| 30D | +11.7% | +4.3% | +7.5% | +4.9% |
| 3M | +4.5% | +2.0% | +2.4% | +1.4% |
| 6M | -13.9% | +10.2% | -24.1% | -25.5% |
| YTD | -48.2% | +14.8% | -63.0% | -58.2% |
| 1Y | -47.1% | +17.5% | -64.6% | -58.9% |
| 3Y | -32.5% | +67.4% | -99.9% | -71.5% |
| 5Y | -42.6% | +63.4% | -105.9% | -73.1% |
| All | -42.6% | +63.4% | -105.9% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 5y: compounded portfolio wealth divided by compounded VIG 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…
5y analysis · Full analysis span regression · 6 months rolling