-7.2%
INTU vs XYZ
+18.8%
-26.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.9% |
| 7D | +0.1% | -1.1% | +1.1% | +0.4% |
| 30D | +10.1% | +11.5% | -1.4% | +3.3% |
| 3M | -4.2% | +1.8% | -6.0% | -5.2% |
| 6M | -7.2% | +21.2% | -28.4% | -20.1% |
| All | -7.2% | +18.8% | -26.0% | -20.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling