+53.9%
F vs INTU
-38.8%
+92.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.8% | +2.3% |
| 7D | +5.3% | -7.1% | +12.4% | +7.3% |
| 30D | +4.6% | +1.5% | +3.1% | +3.9% |
| 3M | -3.7% | +10.7% | -14.3% | -6.7% |
| 6M | +16.8% | -23.8% | +40.7% | +22.5% |
| YTD | +15.3% | -49.3% | +64.6% | +38.7% |
| 1Y | +31.0% | -49.7% | +80.7% | +57.8% |
| 3Y | +45.4% | -38.0% | +83.5% | +53.4% |
| All | +53.9% | -38.8% | +92.7% | +52.0% |
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