+1,828.0%
INTU vs ELV
+2,444.2%
-616.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | -7.1% | +3.3% | -10.4% | -8.0% |
| 30D | +1.5% | +4.2% | -2.7% | +0.2% |
| 3M | +10.7% | -0.1% | +10.7% | +10.2% |
| 6M | -23.8% | +41.3% | -65.1% | -31.9% |
| YTD | -49.3% | +17.4% | -66.7% | -52.4% |
| 1Y | -49.7% | +35.1% | -84.7% | -55.0% |
| 3Y | -38.0% | -3.2% | -34.8% | -40.3% |
| 5Y | -38.7% | +15.6% | -54.3% | -45.0% |
| 10Y | +221.3% | +276.8% | -55.4% | +94.2% |
| All | +1,828.0% | +2,444.2% | -616.3% | +588.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling