+4,731.5%
INTU vs FDS
+9,502.8%
-4,771.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.0% |
| 7D | -7.1% | -1.9% | -5.2% | -6.3% |
| 30D | +1.5% | +9.0% | -7.6% | -1.9% |
| 3M | +10.7% | +18.9% | -8.2% | +3.0% |
| 6M | -23.8% | +35.1% | -59.0% | -32.5% |
| YTD | -49.3% | +5.5% | -54.8% | -50.5% |
| 1Y | -49.7% | -16.8% | -32.8% | -46.7% |
| 3Y | -38.0% | -28.1% | -10.0% | -31.0% |
| 5Y | -38.7% | -17.4% | -21.3% | -34.7% |
| 10Y | +221.3% | +85.4% | +135.9% | +153.5% |
| All | +4,731.5% | +9,502.8% | -4,771.3% | +969.2% |
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