+99.1%
INTU vs VXX
-99.0%
+198.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.2% |
| 7D | -8.5% | +1.6% | -10.0% | -8.1% |
| 30D | -6.1% | -9.5% | +3.3% | -8.1% |
| 3M | +7.3% | -27.3% | +34.6% | +0.1% |
| 6M | -33.2% | -43.3% | +10.1% | -40.9% |
| YTD | -52.2% | -30.9% | -21.3% | -55.2% |
| 1Y | -52.7% | -47.2% | -5.5% | -57.9% |
| 3Y | -41.6% | -78.5% | +36.9% | -51.9% |
| 5Y | -42.6% | -95.6% | +53.0% | -64.2% |
| All | +99.1% | -99.0% | +198.1% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling