-43.2%
INTU vs ELV
+5.9%
-49.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.5% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +10.1% | +0.4% | +9.7% | +10.0% |
| 3M | -4.2% | +8.4% | -12.6% | -5.5% |
| 6M | -7.2% | +8.4% | -15.7% | -8.6% |
| YTD | -47.7% | +24.4% | -72.1% | -49.8% |
| 1Y | -46.7% | +33.5% | -80.2% | -49.7% |
| 3Y | -34.1% | -2.1% | -32.0% | -34.0% |
| All | -43.2% | +5.9% | -49.1% | -46.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling