-42.6%
INTU vs EXPD
+61.0%
-103.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -2.2% |
| 7D | -3.9% | -5.5% | +1.5% | -1.7% |
| 30D | +11.7% | -1.9% | +13.6% | +12.4% |
| 3M | +4.5% | +6.1% | -1.6% | +1.4% |
| 6M | -13.9% | +21.6% | -35.5% | -21.7% |
| YTD | -48.2% | +27.9% | -76.1% | -54.9% |
| 1Y | -47.1% | +39.4% | -86.5% | -56.0% |
| 3Y | -32.5% | +72.7% | -105.2% | -53.1% |
| 5Y | -42.6% | +60.3% | -102.9% | -58.9% |
| All | -42.6% | +61.0% | -103.5% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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