+243.1%
INTU vs FAST
+586.8%
-343.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.8% |
| 7D | +0.1% | +2.1% | -2.0% | -0.9% |
| 30D | +15.4% | +6.9% | +8.5% | +11.5% |
| 3M | +6.6% | +4.8% | +1.7% | +3.7% |
| 6M | -11.3% | +19.8% | -31.1% | -19.8% |
| YTD | -47.7% | +34.9% | -82.6% | -56.6% |
| 1Y | -47.0% | +32.8% | -79.8% | -55.6% |
| 3Y | -29.9% | +93.7% | -123.7% | -54.5% |
| 5Y | -42.2% | +105.3% | -147.5% | -63.8% |
| All | +243.1% | +586.8% | -343.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling