+209.1%
INTU vs FERG
+348.1%
-139.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -9.2% | -1.0% | -8.1% | -9.0% |
| 30D | -7.0% | -11.8% | +4.8% | -4.5% |
| 3M | +10.5% | -1.2% | +11.8% | +10.6% |
| 6M | -30.6% | -2.3% | -28.3% | -30.9% |
| YTD | -52.3% | +0.8% | -53.1% | -53.1% |
| 1Y | -51.8% | +0.5% | -52.3% | -52.7% |
| 3Y | -41.8% | +51.4% | -93.2% | -49.1% |
| 5Y | -42.8% | +67.5% | -110.3% | -51.9% |
| All | +209.1% | +348.1% | -139.1% | +128.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling