-43.5%
INTU vs EFX
-30.1%
-13.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.2% |
| 7D | -4.1% | -3.6% | -0.5% | -2.0% |
| 30D | +12.8% | +25.3% | -12.4% | -1.2% |
| 3M | +2.1% | +3.8% | -1.7% | -0.2% |
| 6M | -11.5% | +12.7% | -24.2% | -17.5% |
| YTD | -47.9% | -13.1% | -34.8% | -44.4% |
| 1Y | -47.7% | -9.3% | -38.3% | -45.5% |
| 3Y | -34.0% | +3.5% | -37.5% | -44.1% |
| 5Y | -43.5% | -30.6% | -12.9% | -33.7% |
| All | -43.5% | -30.1% | -13.5% | -33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling