+14,280.4%
INTU vs EXPD
+28,540.6%
-14,260.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.7% |
| 7D | -7.1% | -1.1% | -5.9% | -6.7% |
| 30D | +1.5% | +4.1% | -2.6% | 0.0% |
| 3M | +10.7% | +17.9% | -7.2% | +4.3% |
| 6M | -23.8% | +29.2% | -53.1% | -30.8% |
| YTD | -49.3% | +27.4% | -76.7% | -54.0% |
| 1Y | -49.7% | +56.8% | -106.5% | -57.8% |
| 3Y | -38.0% | +68.0% | -106.1% | -50.0% |
| 5Y | -38.7% | +61.9% | -100.6% | -49.9% |
| 10Y | +221.3% | +316.0% | -94.7% | +92.2% |
| All | +14,280.4% | +28,540.6% | -14,260.1% | +2,648.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling