-49.7%
INTU vs FERG
+0.8%
-50.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.7% | -3.2% |
| 7D | -7.1% | 0.0% | -7.0% | -7.1% |
| 30D | +1.5% | -10.2% | +11.6% | +0.5% |
| 3M | +10.7% | -0.6% | +11.2% | +11.1% |
| 6M | -23.8% | -6.5% | -17.3% | -23.7% |
| YTD | -49.3% | +4.2% | -53.5% | -50.1% |
| 1Y | -49.7% | -2.3% | -47.4% | -50.1% |
| All | -49.7% | +0.8% | -50.5% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling