+237.9%
INTU vs FE
+110.9%
+127.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -1.2% | -0.5% | -0.7% | -1.0% |
| 30D | +12.4% | +4.3% | +8.1% | +10.7% |
| 3M | +2.3% | +0.4% | +1.9% | +2.1% |
| 6M | -13.3% | +6.9% | -20.3% | -15.7% |
| YTD | -47.9% | +8.0% | -55.9% | -49.9% |
| 1Y | -47.2% | +4.8% | -52.0% | -48.6% |
| 3Y | -33.9% | +49.0% | -82.8% | -45.7% |
| 5Y | -41.3% | +46.2% | -87.6% | -51.8% |
| 10Y | +237.9% | +120.9% | +117.0% | +151.0% |
| All | +237.9% | +110.9% | +127.0% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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