-17.2%
F vs INTU
-43.4%
+26.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | 0.0% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | 0.0% | +10.1% | -10.0% | -2.5% |
| 3M | -13.2% | -4.2% | -9.0% | -12.6% |
| 6M | -10.2% | -7.2% | -3.0% | -10.4% |
| YTD | -4.9% | -47.7% | +42.8% | +13.6% |
| 1Y | -6.1% | -46.7% | +40.6% | +11.3% |
| 3Y | +46.0% | -34.1% | +80.0% | +50.3% |
| All | -17.2% | -43.4% | +26.2% | -20.5% |
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