+236.7%
INTU vs EFA
+147.0%
+89.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.3% |
| 7D | +0.1% | +2.2% | -2.2% | -2.2% |
| 30D | +10.1% | +1.4% | +8.7% | +8.4% |
| 3M | -4.2% | -4.2% | 0.0% | -0.4% |
| 6M | -7.2% | +1.9% | -9.2% | -10.5% |
| YTD | -47.7% | +10.2% | -57.9% | -54.7% |
| 1Y | -46.7% | +12.8% | -59.5% | -55.0% |
| 3Y | -34.1% | +65.2% | -99.3% | -64.8% |
| 5Y | -43.3% | +49.8% | -93.1% | -65.5% |
| All | +236.7% | +147.0% | +89.8% | +31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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