-49.7%
INTU vs FANG
+43.7%
-93.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -3.2% |
| 7D | -7.1% | +0.8% | -7.9% | -7.2% |
| 30D | +1.5% | +7.6% | -6.1% | +0.6% |
| 3M | +10.7% | -1.3% | +12.0% | +10.4% |
| 6M | -23.8% | +14.7% | -38.5% | -23.7% |
| YTD | -49.3% | +34.8% | -84.1% | -48.2% |
| 1Y | -49.7% | +42.9% | -92.6% | -48.7% |
| All | -49.7% | +43.7% | -93.4% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling