+211.0%
INTU vs EL
+28.8%
+182.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.3% | -0.6% |
| 7D | -8.5% | -2.4% | -6.1% | -7.7% |
| 30D | -6.1% | +13.7% | -19.8% | -10.7% |
| 3M | +7.3% | +14.5% | -7.2% | +1.6% |
| 6M | -33.2% | +7.4% | -40.6% | -36.1% |
| YTD | -52.2% | -4.7% | -47.5% | -53.2% |
| 1Y | -52.7% | +12.9% | -65.6% | -57.0% |
| 3Y | -41.6% | -32.2% | -9.4% | -39.3% |
| 5Y | -42.6% | -68.4% | +25.7% | -11.0% |
| 10Y | +211.0% | +28.3% | +182.8% | +166.0% |
| All | +211.0% | +28.8% | +182.2% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling