-43.2%
INTU vs FAST
+106.5%
-149.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.8% |
| 7D | +0.1% | +4.2% | -4.1% | -2.0% |
| 30D | +10.1% | +6.7% | +3.4% | +6.4% |
| 3M | -4.2% | +8.0% | -12.2% | -8.1% |
| 6M | -7.2% | +27.4% | -34.7% | -18.7% |
| YTD | -47.7% | +40.5% | -88.2% | -58.0% |
| 1Y | -46.7% | +38.4% | -85.1% | -56.8% |
| 3Y | -34.1% | +98.7% | -132.7% | -61.9% |
| All | -43.2% | +106.5% | -149.7% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling