-45.2%
INTU vs ELF
-3.2%
-42.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.5% | +3.4% |
| 7D | +8.7% | -1.5% | +10.2% | +8.7% |
| 30D | +25.9% | +9.5% | +16.3% | +25.4% |
| 3M | +10.7% | +29.4% | -18.6% | +9.9% |
| 6M | -11.6% | +83.7% | -95.3% | -12.3% |
| YTD | -45.4% | +49.4% | -94.8% | -45.5% |
| 1Y | -45.2% | -3.9% | -41.3% | -44.8% |
| All | -45.2% | -3.2% | -42.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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