+230.5%
INTU vs VST
+1,175.7%
-945.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -4.0% |
| 7D | -7.1% | +8.9% | -16.0% | -8.5% |
| 30D | +1.5% | +6.2% | -4.8% | +0.2% |
| 3M | +10.7% | -2.7% | +13.4% | +10.2% |
| 6M | -23.8% | -8.4% | -15.5% | -24.1% |
| YTD | -49.3% | -7.2% | -42.1% | -50.0% |
| 1Y | -49.7% | -20.9% | -28.8% | -49.1% |
| 3Y | -38.0% | +384.0% | -422.0% | -65.9% |
| 5Y | -38.7% | +757.1% | -795.8% | -72.0% |
| All | +230.5% | +1,175.7% | -945.2% | +36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling