-41.7%
INTU vs ETR
+129.9%
-171.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.2% | -5.3% | -4.3% |
| 7D | -7.5% | +1.4% | -8.9% | -7.7% |
| 30D | -1.9% | +1.9% | -3.8% | -2.3% |
| 3M | +4.9% | +1.0% | +3.9% | +4.5% |
| 6M | -33.2% | +4.8% | -38.1% | -34.5% |
| YTD | -51.4% | +19.5% | -70.9% | -54.1% |
| 1Y | -52.0% | +28.1% | -80.1% | -55.6% |
| 3Y | -40.7% | +151.1% | -191.8% | -57.2% |
| 5Y | -41.7% | +125.2% | -166.9% | -56.7% |
| All | -41.7% | +129.9% | -171.7% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling