+233.5%
INTU vs FAST
+541.5%
-308.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | 0.0% |
| 7D | -3.9% | +4.3% | -8.2% | -6.0% |
| 30D | +12.0% | +8.3% | +3.7% | +7.4% |
| 3M | +2.3% | +6.5% | -4.2% | -1.3% |
| 6M | -12.1% | +29.5% | -41.6% | -23.7% |
| YTD | -47.5% | +41.3% | -88.8% | -57.5% |
| 1Y | -46.9% | +37.4% | -84.3% | -56.4% |
| 3Y | -33.5% | +98.5% | -132.0% | -57.4% |
| 5Y | -41.2% | +111.1% | -152.4% | -63.9% |
| 10Y | +233.5% | +548.6% | -315.1% | +33.5% |
| All | +233.5% | +541.5% | -308.0% | +33.5% |
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