-38.1%
INTU vs ETR
+150.2%
-188.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -3.4% |
| 7D | -7.1% | +1.4% | -8.5% | -7.0% |
| 30D | +1.5% | +1.0% | +0.5% | +1.5% |
| 3M | +10.7% | -1.3% | +11.9% | +10.6% |
| 6M | -23.8% | +1.9% | -25.7% | -24.1% |
| YTD | -49.3% | +18.2% | -67.5% | -50.4% |
| 1Y | -49.7% | +24.7% | -74.3% | -51.2% |
| All | -38.1% | +150.2% | -188.4% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling