+1,509.1%
INTU vs EXPE
+727.6%
+781.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.9% | +1.1% | -2.5% |
| 7D | +0.1% | -9.3% | +9.5% | +2.3% |
| 30D | +15.4% | +0.1% | +15.3% | +15.0% |
| 3M | +6.6% | -15.3% | +21.9% | +10.7% |
| 6M | -11.3% | +5.5% | -16.8% | -13.2% |
| YTD | -47.7% | -8.0% | -39.7% | -47.2% |
| 1Y | -47.0% | +18.9% | -65.9% | -50.1% |
| 3Y | -29.9% | +135.5% | -165.5% | -46.4% |
| 5Y | -42.2% | +44.3% | -86.5% | -51.7% |
| 10Y | +251.7% | +117.7% | +133.9% | +143.0% |
| All | +1,509.1% | +727.6% | +781.5% | +523.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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