+233.5%
INTU vs VST
+1,169.0%
-935.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.4% |
| 7D | -3.9% | +10.9% | -14.9% | -5.7% |
| 30D | +12.0% | -15.6% | +27.6% | +14.2% |
| 3M | +2.3% | -7.8% | +10.1% | +2.3% |
| 6M | -12.1% | -12.0% | -0.1% | -12.5% |
| YTD | -47.5% | -16.9% | -30.6% | -47.9% |
| 1Y | -46.9% | -25.1% | -21.8% | -46.2% |
| 3Y | -33.5% | +297.1% | -330.5% | -62.2% |
| 5Y | -41.2% | +641.9% | -683.2% | -72.7% |
| 10Y | +233.5% | +1,142.3% | -908.8% | +40.7% |
| All | +233.5% | +1,169.0% | -935.5% | +40.7% |
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