+225.1%
INTU vs ELF
+357.0%
-131.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.7% |
| 7D | -7.1% | +5.4% | -12.4% | -7.8% |
| 30D | +1.5% | +27.0% | -25.5% | -2.2% |
| 3M | +10.7% | +113.2% | -102.5% | -1.6% |
| 6M | -23.8% | +36.6% | -60.4% | -28.1% |
| YTD | -49.3% | +44.2% | -93.5% | -52.9% |
| 1Y | -49.7% | -18.0% | -31.7% | -49.8% |
| 3Y | -38.0% | -19.9% | -18.1% | -42.6% |
| 5Y | -38.7% | +257.7% | -296.4% | -59.4% |
| All | +225.1% | +357.0% | -131.8% | +85.8% |
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