-51.6%
INTU vs EFV
+26.9%
-78.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.9% |
| 7D | -8.5% | -0.5% | -7.9% | -8.6% |
| 30D | -6.1% | 0.0% | -6.1% | -6.1% |
| 3M | +7.3% | +8.4% | -1.1% | +10.9% |
| 6M | -33.2% | +12.3% | -45.6% | -31.0% |
| YTD | -52.2% | +17.4% | -69.6% | -52.3% |
| All | -51.6% | +26.9% | -78.5% | -54.3% |
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