+14,280.5%
INTU vs EFX
+4,576.6%
+9,703.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.4% | +3.0% | -0.5% |
| 7D | -7.1% | -8.6% | +1.6% | -3.3% |
| 30D | +1.5% | +0.1% | +1.3% | +1.5% |
| 3M | +10.7% | +3.8% | +6.8% | +8.9% |
| 6M | -23.8% | -13.5% | -10.3% | -18.9% |
| YTD | -49.3% | -17.7% | -31.6% | -45.0% |
| 1Y | -49.7% | -25.6% | -24.1% | -43.3% |
| 3Y | -38.0% | -12.1% | -25.9% | -37.3% |
| 5Y | -38.7% | -33.8% | -4.9% | -30.0% |
| 10Y | +221.3% | +45.1% | +176.2% | +153.1% |
| All | +14,280.5% | +4,576.6% | +9,703.8% | +3,482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling