-42.6%
INTU vs EFV
+95.4%
-138.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.9% |
| 7D | -8.5% | -0.5% | -7.9% | -8.1% |
| 30D | -6.1% | 0.0% | -6.1% | -6.1% |
| 3M | +7.3% | +8.4% | -1.1% | +0.7% |
| 6M | -33.2% | +12.3% | -45.6% | -39.8% |
| YTD | -52.2% | +17.4% | -69.6% | -59.0% |
| 1Y | -52.7% | +27.1% | -79.8% | -62.5% |
| 3Y | -41.6% | +90.7% | -132.3% | -70.0% |
| 5Y | -42.6% | +95.6% | -138.3% | -72.5% |
| All | -42.6% | +95.4% | -138.0% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling