+58.1%
XLE vs INTU
-27.0%
+85.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.9% |
| 7D | -10.3% | +7.1% | -17.4% | -10.8% |
| 30D | -3.3% | +23.0% | -26.3% | -4.9% |
| 3M | +8.2% | +8.7% | -0.5% | +7.3% |
| 6M | +5.0% | -10.1% | +15.1% | +5.4% |
| YTD | +40.6% | -45.7% | +86.3% | +49.0% |
| 1Y | +45.0% | -45.1% | +90.1% | +53.3% |
| All | +58.1% | -27.0% | +85.1% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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