-42.6%
INTU vs FAST
+110.9%
-153.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -3.9% | -2.4% |
| 7D | -3.9% | +3.8% | -7.8% | -5.8% |
| 30D | +11.7% | +8.1% | +3.6% | +7.3% |
| 3M | +4.5% | +5.8% | -1.3% | +1.2% |
| 6M | -13.9% | +24.9% | -38.7% | -23.7% |
| YTD | -48.2% | +38.9% | -87.1% | -58.2% |
| 1Y | -47.1% | +36.5% | -83.6% | -56.8% |
| 3Y | -32.5% | +98.1% | -130.6% | -61.2% |
| 5Y | -42.6% | +109.3% | -151.9% | -69.0% |
| All | -42.6% | +110.9% | -153.4% | -69.0% |
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