+236.7%
INTU vs FERG
+424.2%
-187.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.2% | +0.3% |
| 7D | +0.1% | +9.7% | -9.7% | -2.1% |
| 30D | +10.1% | +15.0% | -5.0% | +6.6% |
| 3M | -4.2% | +3.8% | -7.9% | -5.2% |
| 6M | -7.2% | +10.6% | -17.9% | -9.9% |
| YTD | -47.7% | +17.0% | -64.7% | -50.3% |
| 1Y | -46.7% | +7.1% | -53.8% | -48.3% |
| 3Y | -34.1% | +67.7% | -101.8% | -43.8% |
| 5Y | -43.3% | +76.4% | -119.7% | -53.8% |
| All | +236.7% | +424.2% | -187.5% | +138.0% |
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