-33.2%
INTU vs FANG
+11.6%
-44.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.9% |
| 7D | -8.5% | -0.4% | -8.1% | -8.4% |
| 30D | -6.1% | +2.4% | -8.5% | -6.7% |
| 3M | +7.3% | +4.9% | +2.4% | +5.3% |
| 6M | -33.2% | +12.0% | -45.3% | -34.2% |
| All | -33.2% | +11.6% | -44.8% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling