-38.1%
INTU vs FLUT
-44.8%
+6.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.8% |
| 7D | -7.1% | -1.6% | -5.4% | -6.7% |
| 30D | +1.5% | +7.7% | -6.3% | -0.8% |
| 3M | +10.7% | -0.7% | +11.4% | +10.0% |
| 6M | -23.8% | -11.2% | -12.7% | -22.2% |
| YTD | -49.3% | -53.4% | +4.1% | -39.5% |
| 1Y | -49.7% | -65.8% | +16.1% | -35.5% |
| All | -38.1% | -44.8% | +6.7% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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