-42.6%
INTU vs VSXY
+19.3%
-61.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.2% |
| 7D | -8.5% | -10.7% | +2.3% | -7.6% |
| 30D | -6.1% | -24.3% | +18.1% | -3.8% |
| 3M | +7.3% | +1.0% | +6.3% | +6.8% |
| 6M | -33.2% | +57.4% | -90.6% | -37.9% |
| YTD | -52.2% | +39.8% | -91.9% | -55.2% |
| 1Y | -52.7% | +196.5% | -249.2% | -60.9% |
| 3Y | -41.6% | +357.2% | -398.9% | -60.6% |
| 5Y | -42.6% | +18.9% | -61.5% | -46.6% |
| All | -42.6% | +19.3% | -61.9% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling