-40.7%
INTU vs FERG
+54.4%
-95.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.0% |
| 7D | -7.5% | +3.4% | -10.9% | -8.1% |
| 30D | -1.9% | -11.5% | +9.6% | +0.2% |
| 3M | +4.9% | +1.3% | +3.6% | +4.4% |
| 6M | -33.2% | -1.0% | -32.3% | -33.7% |
| YTD | -51.4% | +3.2% | -54.6% | -52.7% |
| 1Y | -52.0% | -3.0% | -49.0% | -52.6% |
| 3Y | -40.7% | +55.0% | -95.7% | -52.6% |
| All | -40.7% | +54.4% | -95.1% | -52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling