-38.5%
INTU vs ESI
+81.9%
-120.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.9% | -6.3% | -3.6% |
| 7D | -7.1% | +3.3% | -10.4% | -7.3% |
| 30D | +1.5% | -5.9% | +7.3% | +1.9% |
| 3M | +10.7% | -14.1% | +24.7% | +11.4% |
| 6M | -23.8% | +6.6% | -30.4% | -28.0% |
| YTD | -49.3% | +45.0% | -94.3% | -56.9% |
| 1Y | -49.7% | +41.5% | -91.1% | -57.1% |
| All | -38.5% | +81.9% | -120.4% | -55.5% |
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