-47.7%
INTU vs EFV
+19.3%
-67.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.8% |
| 7D | -4.1% | +0.7% | -4.9% | -3.9% |
| 30D | +12.8% | +2.0% | +10.8% | +13.5% |
| 3M | +2.1% | -1.6% | +3.7% | +1.3% |
| 6M | -11.5% | +5.8% | -17.2% | -9.0% |
| YTD | -47.9% | +15.6% | -63.6% | -47.8% |
| 1Y | -47.7% | +19.0% | -66.6% | -48.9% |
| All | -47.7% | +19.3% | -67.0% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling