-32.5%
INTU vs FCEL
-68.6%
+36.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +8.6% | -9.6% | -0.7% |
| 7D | -3.9% | +3.0% | -7.0% | -3.7% |
| 30D | +11.7% | -40.0% | +51.7% | +10.3% |
| 3M | +4.5% | -47.0% | +51.5% | +3.2% |
| 6M | -13.9% | -21.0% | +7.1% | -15.4% |
| YTD | -48.2% | +48.0% | -96.2% | -50.4% |
| 1Y | -47.1% | +43.9% | -91.0% | -49.4% |
| 3Y | -32.5% | -67.5% | +35.0% | -33.7% |
| All | -32.5% | -68.6% | +36.1% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 3y: compounded portfolio wealth divided by compounded FCEL 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…
3y analysis · Full analysis span regression · 6 months rolling