+899.8%
XLV vs INTU
+3,031.9%
-2,132.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.1% | +1.6% | -1.8% |
| 7D | -2.6% | -7.5% | +4.9% | -1.2% |
| 30D | +0.9% | -1.9% | +2.8% | +1.1% |
| 3M | +10.0% | +4.9% | +5.1% | +8.6% |
| 6M | +10.4% | -33.2% | +43.6% | +17.0% |
| YTD | +8.9% | -51.4% | +60.3% | +21.9% |
| 1Y | +23.4% | -52.0% | +75.3% | +38.2% |
| 3Y | +33.1% | -40.7% | +73.8% | +41.2% |
| 5Y | +33.3% | -41.7% | +75.0% | +38.3% |
| 10Y | +170.8% | +211.1% | -40.3% | +106.0% |
| All | +899.8% | +3,031.9% | -2,132.1% | +367.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling