-42.2%
INTU vs EL
-66.1%
+23.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.4% |
| 7D | +0.1% | +0.8% | -0.6% | -0.2% |
| 30D | +15.4% | +16.5% | -1.1% | +10.6% |
| 3M | +6.6% | +29.2% | -22.6% | -1.2% |
| 6M | -11.3% | +27.9% | -39.2% | -18.0% |
| YTD | -47.7% | +6.2% | -53.9% | -50.1% |
| 1Y | -47.0% | +27.2% | -74.2% | -52.4% |
| 3Y | -29.9% | +3.2% | -33.1% | -38.3% |
| All | -42.2% | -66.1% | +23.9% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling