-47.0%
INTU vs FAST
+30.1%
-77.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.7% |
| 7D | +0.1% | +2.1% | -2.0% | +0.3% |
| 30D | +15.4% | +6.9% | +8.5% | +16.2% |
| 3M | +6.6% | +4.8% | +1.7% | +6.9% |
| 6M | -11.3% | +19.8% | -31.1% | -9.0% |
| YTD | -47.7% | +34.9% | -82.6% | -48.5% |
| 1Y | -47.0% | +32.8% | -79.8% | -47.6% |
| All | -47.0% | +30.1% | -77.1% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling