+30.8%
XLV vs INTU
-40.3%
+71.0%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.5% |
| 7D | -3.6% | -3.3% | -0.2% | -3.2% |
| 30D | -1.8% | -3.9% | +2.1% | -1.5% |
| 3M | +7.8% | +16.6% | -8.9% | +6.1% |
| 6M | +9.1% | -26.4% | +35.5% | +11.7% |
| YTD | +7.7% | -51.0% | +58.7% | +17.2% |
| 1Y | +20.4% | -50.8% | +71.2% | +30.6% |
| 3Y | +30.8% | -40.1% | +70.8% | +33.4% |
| All | +30.8% | -40.3% | +71.0% | +33.4% |
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