-40.0%
INTU vs FAST
+102.7%
-142.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | +7.1% | +0.7% | +6.5% | +6.8% |
| 30D | +23.0% | +4.6% | +18.4% | +20.1% |
| 3M | +8.7% | +6.4% | +2.3% | +5.0% |
| 6M | -10.1% | +20.6% | -30.7% | -19.0% |
| YTD | -45.7% | +34.7% | -80.3% | -55.4% |
| 1Y | -45.1% | +29.7% | -74.7% | -53.9% |
| 3Y | -26.9% | +89.9% | -116.8% | -56.8% |
| 5Y | -40.0% | +105.0% | -144.9% | -67.2% |
| All | -40.0% | +102.7% | -142.6% | -67.2% |
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