+1,531.6%
INTU vs EFV
+247.9%
+1,283.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -4.1% | +0.7% | -4.9% | -4.6% |
| 30D | +12.8% | +2.0% | +10.8% | +11.3% |
| 3M | +2.1% | -1.6% | +3.7% | +3.2% |
| 6M | -11.5% | +5.8% | -17.2% | -15.3% |
| YTD | -47.9% | +15.6% | -63.6% | -53.8% |
| 1Y | -47.7% | +19.0% | -66.6% | -54.5% |
| 3Y | -34.0% | +90.7% | -124.6% | -59.1% |
| 5Y | -43.5% | +92.8% | -136.3% | -64.9% |
| 10Y | +231.1% | +160.5% | +70.6% | +68.0% |
| All | +1,531.6% | +247.9% | +1,283.7% | +568.9% |
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 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