-52.0%
INTU vs ESI
+39.5%
-91.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.0% |
| 7D | -7.5% | +5.4% | -12.9% | -6.6% |
| 30D | -1.9% | -4.2% | +2.2% | -2.6% |
| 3M | +4.9% | -9.6% | +14.5% | +3.3% |
| 6M | -33.2% | +18.3% | -51.5% | -35.0% |
| YTD | -51.4% | +45.8% | -97.2% | -55.6% |
| 1Y | -52.0% | +39.2% | -91.1% | -56.2% |
| All | -52.0% | +39.5% | -91.5% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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