-47.7%
INTU vs ELF
+45.6%
-93.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.4% | -0.5% |
| 7D | -4.1% | +3.4% | -7.5% | -4.3% |
| 30D | +12.8% | +5.0% | +7.9% | +12.5% |
| 3M | +2.1% | +22.6% | -20.5% | +1.3% |
| 6M | -11.5% | +104.0% | -115.4% | -12.9% |
| YTD | -47.9% | +49.3% | -97.2% | -48.1% |
| 1Y | -47.7% | +46.0% | -93.7% | -47.7% |
| All | -47.7% | +45.6% | -93.2% | -47.7% |
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