+46.0%
F vs INTU
-37.9%
+83.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.8% | +1.7% |
| 7D | +5.3% | -7.1% | +12.4% | +5.9% |
| 30D | +4.6% | +1.5% | +3.1% | +4.4% |
| 3M | -3.7% | +10.7% | -14.3% | -4.4% |
| 6M | +16.8% | -23.8% | +40.7% | +18.7% |
| YTD | +15.3% | -49.3% | +64.6% | +26.4% |
| 1Y | +31.0% | -49.7% | +80.7% | +43.7% |
| All | +46.0% | -37.9% | +83.9% | +47.9% |
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