-34.1%
INTU vs FDS
-23.3%
-10.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.3% |
| 7D | +0.1% | +1.5% | -1.4% | -0.8% |
| 30D | +10.1% | +14.8% | -4.8% | +2.2% |
| 3M | -4.2% | +16.3% | -20.5% | -11.8% |
| 6M | -7.2% | +66.2% | -73.5% | -28.9% |
| YTD | -47.7% | +16.2% | -63.9% | -53.7% |
| 1Y | -46.7% | +21.8% | -68.5% | -53.7% |
| 3Y | -34.1% | -23.9% | -10.2% | -33.3% |
| All | -34.1% | -23.3% | -10.8% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling