+211.1%
INTU vs VMC
+149.2%
+61.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.6% |
| 7D | -7.5% | -0.5% | -7.0% | -7.4% |
| 30D | -1.9% | -9.1% | +7.2% | +1.3% |
| 3M | +4.9% | -4.1% | +9.0% | +6.1% |
| 6M | -33.2% | -5.5% | -27.7% | -32.6% |
| YTD | -51.4% | -8.9% | -42.5% | -50.6% |
| 1Y | -52.0% | -12.9% | -39.0% | -50.5% |
| 3Y | -40.7% | +22.1% | -62.8% | -46.9% |
| 5Y | -41.7% | +52.7% | -94.4% | -51.8% |
| 10Y | +211.1% | +152.7% | +58.4% | +113.8% |
| All | +211.1% | +149.2% | +61.9% | +113.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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