+4,834.7%
INTU vs FDS
+10,290.2%
-5,455.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -3.9% | -5.0% | +1.0% | -1.9% |
| 30D | +11.7% | +13.8% | -2.0% | +6.2% |
| 3M | +4.5% | +14.8% | -10.4% | -1.1% |
| 6M | -13.9% | +47.4% | -61.3% | -26.4% |
| YTD | -48.2% | +14.2% | -62.4% | -51.0% |
| 1Y | -47.1% | +26.6% | -73.8% | -52.2% |
| 3Y | -32.5% | -24.4% | -8.1% | -26.4% |
| 5Y | -42.6% | -22.6% | -19.9% | -37.5% |
| 10Y | +235.3% | +130.0% | +105.3% | +144.8% |
| All | +4,834.7% | +10,290.2% | -5,455.5% | +957.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling