+254.2%
INTU vs VST
+866.2%
-612.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.2% | +5.6% | +0.5% |
| 7D | +7.1% | -19.9% | +27.0% | +10.7% |
| 30D | +23.0% | -29.7% | +52.7% | +29.3% |
| 3M | +8.7% | -19.6% | +28.3% | +11.2% |
| 6M | -10.1% | -29.4% | +19.3% | -7.0% |
| YTD | -45.7% | -29.7% | -16.0% | -44.5% |
| 1Y | -45.1% | -40.0% | -5.0% | -42.1% |
| 3Y | -26.9% | +231.0% | -257.9% | -56.9% |
| 5Y | -40.0% | +500.1% | -540.0% | -70.8% |
| 10Y | +265.4% | +1,004.2% | -738.8% | +54.9% |
| All | +254.2% | +866.2% | -612.0% | +51.7% |
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