-40.7%
INTU vs EFX
-12.5%
-28.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.1% | -1.1% | -2.8% |
| 7D | -7.5% | -7.8% | +0.3% | -4.1% |
| 30D | -1.9% | -5.7% | +3.8% | +0.8% |
| 3M | +4.9% | +2.5% | +2.3% | +4.0% |
| 6M | -33.2% | -16.7% | -16.5% | -28.5% |
| YTD | -51.4% | -20.2% | -31.2% | -47.3% |
| 1Y | -52.0% | -31.4% | -20.6% | -45.4% |
| 3Y | -40.7% | -10.5% | -30.2% | -41.8% |
| All | -40.7% | -12.5% | -28.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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