-31.8%
INTU vs FE
+47.1%
-79.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | +0.1% | 0.0% | +0.2% | +0.1% |
| 30D | +15.4% | +5.2% | +10.2% | +15.3% |
| 3M | +6.6% | 0.0% | +6.6% | +6.4% |
| 6M | -11.3% | +5.0% | -16.3% | -11.3% |
| YTD | -47.7% | +7.9% | -55.6% | -48.1% |
| 1Y | -47.0% | +6.3% | -53.4% | -47.4% |
| All | -31.8% | +47.1% | -79.0% | -37.1% |
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