-40.7%
INTU vs EFV
+92.7%
-133.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -3.9% |
| 7D | -7.5% | +1.0% | -8.5% | -7.8% |
| 30D | -1.9% | +0.2% | -2.1% | -2.0% |
| 3M | +4.9% | +9.6% | -4.8% | +1.3% |
| 6M | -33.2% | +14.0% | -47.3% | -37.1% |
| YTD | -51.4% | +18.5% | -69.9% | -55.8% |
| 1Y | -52.0% | +27.9% | -79.9% | -58.6% |
| 3Y | -40.7% | +92.4% | -133.1% | -63.0% |
| All | -40.7% | +92.7% | -133.4% | -63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling