-37.8%
INTU vs BROS
+10.5%
-48.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.5% | -6.0% | -0.7% |
| 7D | +0.1% | +6.3% | -6.2% | -1.2% |
| 30D | +10.1% | -8.3% | +18.4% | +11.1% |
| 3M | -4.2% | -29.8% | +25.6% | +1.5% |
| 6M | -7.2% | -25.8% | +18.6% | -3.5% |
| YTD | -47.7% | -41.4% | -6.3% | -43.6% |
| 1Y | -46.7% | -35.2% | -11.5% | -43.7% |
| 3Y | -34.1% | +32.8% | -66.8% | -43.6% |
| 5Y | -43.3% | -42.2% | -1.1% | -47.7% |
| All | -37.8% | +10.5% | -48.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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