-32.9%
INTU vs VSXY
+37.4%
-70.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.6% |
| 7D | -7.1% | -14.0% | +6.9% | -5.9% |
| 30D | +1.5% | -15.9% | +17.4% | +2.8% |
| 3M | +10.7% | +3.4% | +7.3% | +10.0% |
| 6M | -23.8% | +25.9% | -49.8% | -27.0% |
| YTD | -49.3% | +39.5% | -88.8% | -52.2% |
| 1Y | -49.7% | +194.4% | -244.0% | -57.8% |
| 3Y | -38.0% | +281.4% | -319.4% | -54.5% |
| 5Y | -38.7% | +12.8% | -51.5% | -46.5% |
| All | -32.9% | +37.4% | -70.3% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling