+235.3%
INTU vs ELF
+383.9%
-148.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.7% | -9.5% | -4.6% |
| 7D | +0.1% | +4.0% | -3.9% | -0.5% |
| 30D | +15.4% | +10.6% | +4.8% | +13.7% |
| 3M | +6.6% | +25.8% | -19.2% | +2.8% |
| 6M | -11.3% | +89.1% | -100.4% | -20.0% |
| YTD | -47.7% | +52.7% | -100.5% | -51.9% |
| 1Y | -47.0% | +51.7% | -98.8% | -51.3% |
| 3Y | -29.9% | +14.2% | -44.2% | -39.1% |
| 5Y | -42.2% | +270.7% | -312.9% | -61.8% |
| 10Y | +251.7% | +341.9% | -90.3% | +99.1% |
| All | +235.3% | +383.9% | -148.6% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling