-38.4%
INTU vs ESTC
-46.4%
+8.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -1.9% |
| 7D | -7.1% | -8.1% | +1.0% | -4.6% |
| 30D | +1.5% | +31.7% | -30.2% | -7.9% |
| 3M | +10.7% | +41.1% | -30.4% | -1.9% |
| 6M | -23.8% | +77.1% | -100.9% | -37.0% |
| YTD | -49.3% | +21.7% | -71.0% | -53.4% |
| 1Y | -49.7% | +8.4% | -58.0% | -52.7% |
| 3Y | -38.0% | +23.6% | -61.6% | -50.6% |
| All | -38.4% | -46.4% | +8.0% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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