-42.6%
INTU vs EFA
+53.1%
-95.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.6% |
| 7D | -8.5% | -0.5% | -8.0% | -8.1% |
| 30D | -6.1% | -1.3% | -4.8% | -5.0% |
| 3M | +7.3% | +5.2% | +2.1% | +1.8% |
| 6M | -33.2% | +9.4% | -42.6% | -40.1% |
| YTD | -52.2% | +12.7% | -64.9% | -59.0% |
| 1Y | -52.7% | +19.3% | -72.0% | -62.1% |
| 3Y | -41.6% | +66.3% | -107.9% | -69.8% |
| 5Y | -42.6% | +53.4% | -96.0% | -66.9% |
| All | -42.6% | +53.1% | -95.8% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling