-43.5%
INTU vs EFA
+49.9%
-93.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | -4.1% | +1.3% | -5.4% | -5.3% |
| 30D | +12.8% | +0.5% | +12.3% | +12.2% |
| 3M | +2.1% | -4.1% | +6.2% | +5.7% |
| 6M | -11.5% | +2.4% | -13.9% | -14.8% |
| YTD | -47.9% | +10.0% | -57.9% | -54.5% |
| 1Y | -47.7% | +11.4% | -59.1% | -55.0% |
| 3Y | -34.0% | +65.4% | -99.3% | -66.2% |
| 5Y | -43.5% | +49.6% | -93.1% | -66.0% |
| All | -43.5% | +49.9% | -93.5% | -66.0% |
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