-41.2%
INTU vs FERG
+86.4%
-127.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.3% | 0.0% |
| 7D | -3.9% | +6.4% | -10.4% | -6.3% |
| 30D | +12.0% | +19.9% | -7.9% | +4.6% |
| 3M | +2.3% | +5.6% | -3.2% | -0.1% |
| 6M | -12.1% | +9.2% | -21.3% | -15.7% |
| YTD | -47.5% | +20.6% | -68.2% | -52.7% |
| 1Y | -46.9% | +5.7% | -52.6% | -49.3% |
| 3Y | -33.5% | +73.6% | -107.1% | -54.1% |
| 5Y | -41.2% | +86.2% | -127.4% | -64.5% |
| All | -41.2% | +86.4% | -127.6% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling