+9.5%
INTU vs EOSE
-61.3%
+70.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +10.9% | -14.2% | -3.8% |
| 7D | -7.1% | +19.0% | -26.1% | -7.9% |
| 30D | +1.5% | +1.6% | -0.1% | +1.2% |
| 3M | +10.7% | -52.0% | +62.6% | +13.7% |
| 6M | -23.8% | -42.5% | +18.7% | -23.3% |
| YTD | -49.3% | -66.1% | +16.8% | -48.1% |
| 1Y | -49.7% | -47.1% | -2.5% | -50.5% |
| 3Y | -38.0% | +0.8% | -38.8% | -45.4% |
| 5Y | -38.7% | -71.7% | +32.9% | -50.1% |
| All | +9.5% | -61.3% | +70.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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