+947.8%
INTU vs VYM
+490.3%
+457.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.7% |
| 7D | -7.5% | +0.1% | -7.7% | -7.6% |
| 30D | -1.9% | -1.3% | -0.7% | -0.6% |
| 3M | +4.9% | +4.1% | +0.8% | +0.8% |
| 6M | -33.2% | +9.8% | -43.0% | -39.5% |
| YTD | -51.4% | +15.3% | -66.7% | -58.2% |
| 1Y | -52.0% | +20.0% | -72.0% | -60.4% |
| 3Y | -40.7% | +66.2% | -106.9% | -64.7% |
| 5Y | -41.7% | +77.5% | -119.2% | -66.6% |
| 10Y | +211.1% | +201.7% | +9.4% | +8.8% |
| All | +947.8% | +490.3% | +457.5% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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