+1,134.9%
INTU vs FERG
+1,348.4%
-213.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.7% | -3.7% |
| 7D | -7.1% | 0.0% | -7.0% | -7.1% |
| 30D | +1.5% | -10.2% | +11.6% | +3.0% |
| 3M | +10.7% | -0.6% | +11.2% | +10.5% |
| 6M | -23.8% | -6.5% | -17.3% | -23.5% |
| YTD | -49.3% | +4.2% | -53.5% | -50.1% |
| 1Y | -49.7% | -2.3% | -47.4% | -50.0% |
| 3Y | -38.0% | +48.5% | -86.5% | -42.8% |
| 5Y | -38.7% | +72.0% | -110.8% | -45.1% |
| 10Y | +221.3% | +369.9% | -148.5% | +173.5% |
| All | +1,134.9% | +1,348.4% | -213.5% | +953.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling