-42.2%
INTU vs ESI
+28.5%
-70.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.3% |
| 7D | +0.1% | -8.5% | +8.6% | +2.2% |
| 30D | +15.4% | -15.7% | +31.1% | +19.9% |
| 3M | +6.6% | -18.2% | +24.8% | +11.0% |
| 6M | -11.3% | -28.8% | +17.5% | -5.8% |
| YTD | -47.7% | +26.3% | -74.0% | -59.1% |
| 1Y | -47.0% | +18.2% | -65.2% | -57.3% |
| 3Y | -29.9% | +68.1% | -98.0% | -58.4% |
| All | -42.2% | +28.5% | -70.7% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling