+209.1%
INTU vs EFV
+167.0%
+42.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | -9.2% | -2.0% | -7.2% | -7.6% |
| 30D | -7.0% | -0.2% | -6.9% | -6.9% |
| 3M | +10.5% | +9.1% | +1.4% | +2.2% |
| 6M | -30.6% | +11.7% | -42.3% | -37.8% |
| YTD | -52.3% | +17.0% | -69.4% | -59.5% |
| 1Y | -51.8% | +26.7% | -78.5% | -62.0% |
| 3Y | -41.8% | +90.2% | -132.0% | -69.2% |
| 5Y | -42.8% | +96.1% | -138.9% | -70.5% |
| All | +209.1% | +167.0% | +42.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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