-29.9%
INTU vs ESI
+67.9%
-97.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -3.8% |
| 7D | +0.1% | -8.5% | +8.6% | +0.3% |
| 30D | +15.4% | -15.7% | +31.1% | +15.9% |
| 3M | +6.6% | -18.2% | +24.8% | +7.2% |
| 6M | -11.3% | -28.8% | +17.5% | -10.1% |
| YTD | -47.7% | +26.3% | -74.0% | -55.2% |
| 1Y | -47.0% | +18.2% | -65.2% | -53.8% |
| 3Y | -29.9% | +68.1% | -98.0% | -50.1% |
| All | -29.9% | +67.9% | -97.9% | -50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling