-11.4%
F vs INTU
-41.2%
+29.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +1.4% | +7.1% | -5.8% | -0.4% |
| 30D | +2.0% | +23.0% | -21.0% | -3.5% |
| 3M | -10.4% | +8.7% | -19.1% | -12.7% |
| 6M | +9.7% | -10.1% | +19.8% | +10.4% |
| YTD | -1.2% | -45.7% | +44.5% | +16.9% |
| 1Y | 0.0% | -45.1% | +45.1% | +17.8% |
| 3Y | +41.1% | -26.9% | +68.0% | +39.5% |
| 5Y | -11.4% | -40.0% | +28.5% | -14.6% |
| All | -11.4% | -41.2% | +29.8% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling