-41.7%
INTU vs FANG
+45.6%
-87.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.6% |
| 7D | -9.2% | +1.2% | -10.4% | -9.3% |
| 30D | -7.0% | +2.4% | -9.4% | -7.4% |
| 3M | +10.5% | +5.1% | +5.5% | +9.3% |
| 6M | -30.6% | +16.4% | -47.0% | -32.5% |
| YTD | -52.3% | +39.0% | -91.3% | -55.0% |
| 1Y | -51.8% | +50.6% | -102.4% | -55.3% |
| All | -41.7% | +45.6% | -87.3% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling