-42.6%
INTU vs ET
+242.4%
-285.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.8% |
| 7D | -8.5% | +0.6% | -9.1% | -8.7% |
| 30D | -6.1% | +5.3% | -11.4% | -7.9% |
| 3M | +7.3% | +15.6% | -8.3% | +1.9% |
| 6M | -33.2% | +20.6% | -53.8% | -37.6% |
| YTD | -52.2% | +38.5% | -90.7% | -57.6% |
| 1Y | -52.7% | +35.7% | -88.4% | -57.8% |
| 3Y | -41.6% | +98.4% | -140.0% | -55.2% |
| 5Y | -42.6% | +245.3% | -287.9% | -59.3% |
| All | -42.6% | +242.4% | -285.0% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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