-41.3%
INTU vs XYZ
-62.8%
+21.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.0% | +1.8% |
| 7D | -1.2% | +12.6% | -13.8% | -5.5% |
| 30D | +12.4% | +10.8% | +1.7% | +8.2% |
| 3M | +2.3% | +8.4% | -6.1% | -0.9% |
| 6M | -13.3% | +14.3% | -27.6% | -17.5% |
| YTD | -47.9% | +31.5% | -79.4% | -53.0% |
| 1Y | -47.2% | +28.1% | -75.3% | -52.1% |
| 3Y | -33.9% | +66.2% | -100.1% | -49.7% |
| 5Y | -41.3% | -62.3% | +21.0% | -28.5% |
| All | -41.3% | -62.8% | +21.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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