+1,532.9%
INTU vs EFV
+248.5%
+1,284.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | -1.2% | +2.1% | -3.4% | -2.7% |
| 30D | +12.4% | +3.1% | +9.4% | +10.1% |
| 3M | +2.3% | -1.3% | +3.6% | +3.1% |
| 6M | -13.3% | +6.0% | -19.3% | -17.2% |
| YTD | -47.9% | +15.8% | -63.7% | -53.8% |
| 1Y | -47.2% | +21.1% | -68.3% | -54.6% |
| 3Y | -33.9% | +91.0% | -124.9% | -59.1% |
| 5Y | -41.3% | +94.3% | -135.6% | -63.7% |
| 10Y | +237.9% | +160.4% | +77.5% | +71.5% |
| All | +1,532.9% | +248.5% | +1,284.4% | +568.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling