-23.8%
INTU vs FAST
+8.2%
-32.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.1% | -3.2% |
| 7D | -7.1% | -0.4% | -6.7% | -7.2% |
| 30D | +1.5% | -0.8% | +2.2% | +1.2% |
| 3M | +10.7% | +5.8% | +4.9% | +11.3% |
| 6M | -23.8% | +8.0% | -31.8% | -22.2% |
| All | -23.8% | +8.2% | -32.0% | -22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling