-35.2%
INTU vs VSXY
+37.5%
-72.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +2.5% |
| 7D | -3.3% | +0.1% | -3.5% | -3.4% |
| 30D | -3.9% | -18.7% | +14.7% | -2.3% |
| 3M | +16.6% | -4.0% | +20.6% | +16.7% |
| 6M | -26.4% | +67.5% | -93.9% | -31.9% |
| YTD | -51.0% | +39.7% | -90.7% | -53.9% |
| 1Y | -50.8% | +180.0% | -230.7% | -58.4% |
| 3Y | -40.1% | +337.3% | -377.3% | -57.3% |
| 5Y | -41.2% | +22.7% | -63.9% | -48.7% |
| All | -35.2% | +37.5% | -72.7% | -43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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