-37.8%
INTU vs BROS
+3.9%
-41.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.4% | -3.3% |
| 7D | +0.1% | -21.2% | +21.3% | +4.1% |
| 30D | +15.4% | -11.6% | +27.0% | +17.3% |
| 3M | +6.6% | -36.7% | +43.3% | +15.1% |
| 6M | -11.3% | -42.8% | +31.5% | -3.2% |
| YTD | -47.7% | -44.8% | -2.9% | -43.0% |
| 1Y | -47.0% | -36.5% | -10.5% | -43.8% |
| 3Y | -29.9% | +27.0% | -56.9% | -39.6% |
| 5Y | -42.2% | -50.3% | +8.1% | -45.9% |
| All | -37.8% | +3.9% | -41.7% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling