+104.0%
INTU vs VXX
-99.0%
+203.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.3% | +7.1% | +1.8% |
| 7D | -3.3% | +2.0% | -5.3% | -2.8% |
| 30D | -3.9% | -7.1% | +3.2% | -5.4% |
| 3M | +16.6% | -28.6% | +45.3% | +8.3% |
| 6M | -26.4% | -44.0% | +17.5% | -35.1% |
| YTD | -51.0% | -31.7% | -19.3% | -54.2% |
| 1Y | -50.8% | -46.3% | -4.4% | -56.1% |
| 3Y | -40.1% | -78.3% | +38.2% | -50.4% |
| 5Y | -41.2% | -95.8% | +54.6% | -63.7% |
| All | +104.0% | -99.0% | +203.0% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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