+6,541.2%
INTU vs EME
+61,143.5%
-54,602.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.8% |
| 7D | -7.1% | +1.9% | -9.0% | -7.6% |
| 30D | +1.5% | -8.3% | +9.7% | +3.5% |
| 3M | +10.7% | -10.7% | +21.4% | +11.8% |
| 6M | -23.8% | +1.9% | -25.7% | -26.7% |
| YTD | -49.3% | +23.5% | -72.8% | -54.3% |
| 1Y | -49.7% | +18.0% | -67.6% | -54.6% |
| 3Y | -38.0% | +236.1% | -274.1% | -60.4% |
| 5Y | -38.7% | +527.9% | -566.6% | -67.7% |
| 10Y | +221.3% | +1,252.8% | -1,031.4% | +30.0% |
| All | +6,541.2% | +61,143.5% | -54,602.4% | +1,123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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