+211.1%
INTU vs FDS
+77.6%
+133.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -1.5% |
| 7D | -7.5% | -5.4% | -2.2% | -4.3% |
| 30D | -1.9% | +1.6% | -3.5% | -2.7% |
| 3M | +4.9% | +17.7% | -12.9% | -5.7% |
| 6M | -33.2% | +29.1% | -62.3% | -43.3% |
| YTD | -51.4% | +1.0% | -52.4% | -52.3% |
| 1Y | -52.0% | -21.6% | -30.4% | -45.9% |
| 3Y | -40.7% | -30.1% | -10.6% | -29.7% |
| 5Y | -41.7% | -20.7% | -21.0% | -35.9% |
| 10Y | +211.1% | +78.3% | +132.8% | +109.8% |
| All | +211.1% | +77.6% | +133.6% | +109.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling