-41.3%
INTU vs FE
+48.8%
-90.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +12.4% | +4.3% | +8.1% | +11.2% |
| 3M | +2.3% | +0.4% | +1.9% | +2.1% |
| 6M | -13.3% | +6.9% | -20.3% | -15.0% |
| YTD | -47.9% | +8.0% | -55.9% | -49.5% |
| 1Y | -47.2% | +4.8% | -52.0% | -48.3% |
| 3Y | -33.9% | +49.0% | -82.8% | -45.4% |
| 5Y | -41.3% | +46.2% | -87.6% | -52.4% |
| All | -41.3% | +48.8% | -90.2% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling