-29.9%
INTU vs FDX
+64.2%
-94.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.0% | -3.4% |
| 7D | +0.1% | -1.6% | +1.8% | +0.4% |
| 30D | +15.4% | +6.6% | +8.8% | +14.5% |
| 3M | +6.6% | -2.1% | +8.6% | +6.9% |
| 6M | -11.3% | +2.2% | -13.5% | -11.4% |
| YTD | -47.7% | +33.9% | -81.7% | -50.8% |
| 1Y | -47.0% | +50.2% | -97.2% | -51.4% |
| 3Y | -29.9% | +65.5% | -95.5% | -41.0% |
| All | -29.9% | +64.2% | -94.1% | -41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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