+1,898.3%
INTU vs EFA
+394.8%
+1,503.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.5% |
| 7D | -7.1% | +0.6% | -7.7% | -7.5% |
| 30D | +1.5% | +0.9% | +0.6% | +0.8% |
| 3M | +10.7% | +4.9% | +5.8% | +6.2% |
| 6M | -23.8% | +8.6% | -32.4% | -29.8% |
| YTD | -49.3% | +14.6% | -63.9% | -55.3% |
| 1Y | -49.7% | +22.6% | -72.3% | -57.9% |
| 3Y | -38.0% | +66.5% | -104.5% | -59.3% |
| 5Y | -38.7% | +54.5% | -93.3% | -56.5% |
| 10Y | +221.3% | +144.8% | +76.6% | +67.5% |
| All | +1,898.3% | +394.8% | +1,503.6% | +500.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling