-45.2%
INTU vs EL
+25.6%
-70.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.3% | -2.9% | +2.6% |
| 7D | +8.7% | +2.5% | +6.2% | +8.2% |
| 30D | +25.9% | +20.1% | +5.8% | +22.9% |
| 3M | +10.7% | +29.3% | -18.5% | +7.0% |
| 6M | -11.6% | +38.8% | -50.3% | -15.3% |
| YTD | -45.4% | +8.1% | -53.5% | -48.6% |
| 1Y | -45.2% | +22.3% | -67.6% | -50.0% |
| All | -45.2% | +25.6% | -70.9% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling