+14,683.6%
INTU vs VMC
+2,721.9%
+11,961.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | -1.2% | +1.1% | -2.4% | -1.7% |
| 30D | +12.4% | +17.7% | -5.2% | +6.5% |
| 3M | +2.3% | +1.1% | +1.2% | +1.8% |
| 6M | -13.3% | +1.8% | -15.2% | -14.3% |
| YTD | -47.9% | +1.5% | -49.4% | -48.9% |
| 1Y | -47.2% | -1.1% | -46.0% | -47.8% |
| 3Y | -33.9% | +38.8% | -72.7% | -42.4% |
| 5Y | -41.3% | +49.6% | -90.9% | -49.9% |
| 10Y | +237.9% | +130.6% | +107.3% | +135.2% |
| All | +14,683.6% | +2,721.9% | +11,961.7% | +4,230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling