-38.5%
INTU vs UL
+26.1%
-64.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -7.1% | -1.3% | -5.7% | -7.0% |
| 30D | +1.5% | +0.5% | +1.0% | +1.4% |
| 3M | +10.7% | +17.6% | -6.9% | +10.4% |
| 6M | -23.8% | -5.4% | -18.5% | -23.6% |
| YTD | -49.3% | +0.7% | -50.0% | -49.6% |
| 1Y | -49.7% | -9.3% | -40.4% | -49.5% |
| All | -38.5% | +26.1% | -64.6% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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