-52.0%
INTU vs EL
+15.2%
-67.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.9% |
| 7D | -7.5% | +1.7% | -9.2% | -7.7% |
| 30D | -1.9% | +15.5% | -17.4% | -3.8% |
| 3M | +4.9% | +20.6% | -15.7% | +2.4% |
| 6M | -33.2% | +10.5% | -43.7% | -35.0% |
| YTD | -51.4% | -1.9% | -49.5% | -53.0% |
| 1Y | -52.0% | +16.1% | -68.1% | -55.0% |
| All | -52.0% | +15.2% | -67.1% | -55.0% |
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