+69.4%
F vs INTU
+238.6%
-169.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +1.0% | -1.2% | +2.2% | +1.3% |
| 30D | +2.1% | +12.4% | -10.3% | -1.7% |
| 3M | -10.3% | +2.3% | -12.5% | -11.5% |
| 6M | +3.3% | -13.3% | +16.6% | +5.0% |
| YTD | -2.0% | -47.9% | +45.9% | +17.8% |
| 1Y | -2.3% | -47.2% | +44.9% | +16.7% |
| 3Y | +49.9% | -33.9% | +83.8% | +56.8% |
| 5Y | -12.5% | -41.3% | +28.9% | -8.8% |
| All | +69.4% | +238.6% | -169.2% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling