-45.2%
INTU vs ETR
+18.4%
-63.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.7% | +0.7% | +5.1% |
| 7D | +8.7% | +3.7% | +4.9% | +11.1% |
| 30D | +25.9% | +11.0% | +14.9% | +34.8% |
| 3M | +10.7% | +3.4% | +7.3% | +12.4% |
| 6M | -11.6% | -3.3% | -8.3% | -12.5% |
| YTD | -45.4% | +23.3% | -68.7% | -38.0% |
| 1Y | -45.2% | +19.2% | -64.4% | -37.7% |
| All | -45.2% | +18.4% | -63.6% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling