-46.7%
INTU vs VSXY
+202.3%
-249.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.0% | +0.6% |
| 7D | +0.1% | -1.7% | +1.8% | -0.1% |
| 30D | +10.1% | +20.1% | -10.0% | +12.3% |
| 3M | -4.2% | +16.6% | -20.8% | -2.3% |
| 6M | -7.2% | +134.9% | -142.2% | +3.8% |
| YTD | -47.7% | +96.0% | -143.7% | -42.3% |
| 1Y | -46.7% | +203.8% | -250.5% | -43.2% |
| All | -46.7% | +202.3% | -249.0% | -43.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling