+233.5%
INTU vs EFV
+161.2%
+72.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.7% |
| 7D | -3.9% | -1.0% | -2.9% | -3.2% |
| 30D | +12.0% | +3.1% | +8.9% | +9.1% |
| 3M | +2.3% | -1.2% | +3.6% | +3.3% |
| 6M | -12.1% | +5.6% | -17.7% | -16.8% |
| YTD | -47.5% | +15.8% | -63.4% | -55.1% |
| 1Y | -46.9% | +20.0% | -66.9% | -56.0% |
| 3Y | -33.5% | +91.0% | -124.4% | -65.0% |
| 5Y | -41.2% | +93.7% | -134.9% | -69.4% |
| 10Y | +233.5% | +160.9% | +72.6% | +37.5% |
| All | +233.5% | +161.2% | +72.3% | +37.5% |
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