-49.7%
INTU vs ELV
+34.8%
-84.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.2% |
| 7D | -7.1% | +3.3% | -10.4% | -7.3% |
| 30D | +1.5% | +4.2% | -2.7% | +1.1% |
| 3M | +10.7% | -0.1% | +10.7% | +10.7% |
| 6M | -23.8% | +41.3% | -65.1% | -24.5% |
| YTD | -49.3% | +17.4% | -66.7% | -48.4% |
| 1Y | -49.7% | +35.1% | -84.7% | -49.8% |
| All | -49.7% | +34.8% | -84.5% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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