+1,488.3%
INTU vs EFV
+258.8%
+1,229.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.3% |
| 7D | -7.1% | +1.5% | -8.6% | -8.0% |
| 30D | +1.5% | +1.7% | -0.3% | +0.2% |
| 3M | +10.7% | +8.6% | +2.0% | +4.2% |
| 6M | -23.8% | +11.7% | -35.5% | -30.3% |
| YTD | -49.3% | +19.3% | -68.6% | -55.9% |
| 1Y | -49.7% | +30.2% | -79.9% | -58.9% |
| 3Y | -38.0% | +91.6% | -129.6% | -61.7% |
| 5Y | -38.7% | +96.4% | -135.1% | -62.4% |
| 10Y | +221.3% | +166.5% | +54.9% | +60.6% |
| All | +1,488.3% | +258.8% | +1,229.5% | +538.0% |
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 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