+211.1%
INTU vs VUG
+408.5%
-197.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.8% | -3.7% |
| 7D | -7.5% | +0.9% | -8.4% | -8.4% |
| 30D | -1.9% | -1.4% | -0.5% | -0.4% |
| 3M | +4.9% | +2.3% | +2.5% | +1.1% |
| 6M | -33.2% | +15.7% | -48.9% | -44.5% |
| YTD | -51.4% | +8.6% | -60.0% | -56.5% |
| 1Y | -52.0% | +14.1% | -66.0% | -59.6% |
| 3Y | -40.7% | +87.9% | -128.6% | -73.2% |
| 5Y | -41.7% | +76.3% | -118.0% | -70.9% |
| 10Y | +211.1% | +409.7% | -198.5% | -51.9% |
| All | +211.1% | +408.5% | -197.4% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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