+491.2%
INTU vs FANG
+1,395.6%
-904.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.8% |
| 7D | -8.5% | -0.4% | -8.1% | -8.4% |
| 30D | -6.1% | +2.4% | -8.5% | -6.5% |
| 3M | +7.3% | +4.9% | +2.4% | +6.4% |
| 6M | -33.2% | +12.0% | -45.3% | -34.5% |
| YTD | -52.2% | +37.1% | -89.3% | -54.4% |
| 1Y | -52.7% | +52.3% | -104.9% | -55.7% |
| 3Y | -41.6% | +45.0% | -86.6% | -45.6% |
| 5Y | -42.6% | +231.0% | -273.6% | -52.9% |
| 10Y | +211.0% | +177.5% | +33.6% | +132.3% |
| All | +491.2% | +1,395.6% | -904.4% | +235.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling