-38.1%
INTU vs FE
+49.5%
-87.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.4% |
| 7D | -7.1% | +1.9% | -9.0% | -7.1% |
| 30D | +1.5% | -1.2% | +2.6% | +1.5% |
| 3M | +10.7% | +3.5% | +7.2% | +10.8% |
| 6M | -23.8% | -6.1% | -17.8% | -23.8% |
| YTD | -49.3% | +7.6% | -56.9% | -49.6% |
| 1Y | -49.7% | +11.9% | -61.6% | -50.3% |
| All | -38.1% | +49.5% | -87.6% | -42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling