+243.1%
INTU vs VST
+1,112.0%
-868.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +10.6% | -14.3% | -5.4% |
| 7D | +0.1% | -9.8% | +9.9% | +1.3% |
| 30D | +15.4% | -25.1% | +40.6% | +20.1% |
| 3M | +6.6% | -11.6% | +18.2% | +7.3% |
| 6M | -11.3% | -20.9% | +9.6% | -10.0% |
| YTD | -47.7% | -22.3% | -25.4% | -47.5% |
| 1Y | -47.0% | -32.0% | -15.0% | -45.4% |
| 3Y | -29.9% | +262.4% | -292.3% | -59.5% |
| 5Y | -42.2% | +563.4% | -605.6% | -72.6% |
| All | +243.1% | +1,112.0% | -868.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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