+243.1%
INTU vs FE
+105.3%
+137.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.3% | -3.2% |
| 7D | +0.1% | -1.0% | +1.1% | +0.6% |
| 30D | +15.4% | +4.1% | +11.3% | +13.7% |
| 3M | +6.6% | -1.0% | +7.6% | +7.0% |
| 6M | -11.3% | +4.0% | -15.3% | -12.8% |
| YTD | -47.7% | +6.8% | -54.5% | -49.5% |
| 1Y | -47.0% | +5.3% | -52.3% | -48.6% |
| 3Y | -29.9% | +44.6% | -74.5% | -41.6% |
| 5Y | -42.2% | +44.2% | -86.4% | -52.2% |
| All | +243.1% | +105.3% | +137.8% | +159.5% |
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