+211.7%
INTU vs ELF
+334.6%
-122.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.7% | -3.4% |
| 7D | -7.5% | -1.2% | -6.4% | -7.4% |
| 30D | -1.9% | +5.9% | -7.9% | -2.9% |
| 3M | +4.9% | +99.5% | -94.7% | -5.8% |
| 6M | -33.2% | +26.5% | -59.7% | -36.2% |
| YTD | -51.4% | +37.2% | -88.6% | -54.5% |
| 1Y | -52.0% | -24.4% | -27.6% | -51.5% |
| 3Y | -40.7% | -23.3% | -17.4% | -44.7% |
| 5Y | -41.7% | +245.2% | -286.9% | -61.1% |
| All | +211.7% | +334.6% | -122.9% | +79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling