-43.2%
INTU vs FLUT
-52.1%
+8.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.8% |
| 7D | +0.1% | -0.7% | +0.8% | +0.2% |
| 30D | +10.1% | +9.3% | +0.8% | +7.2% |
| 3M | -4.2% | -17.5% | +13.3% | +0.9% |
| 6M | -7.2% | -14.6% | +7.4% | -3.8% |
| YTD | -47.7% | -62.3% | +14.6% | -32.2% |
| 1Y | -46.7% | -59.6% | +12.9% | -32.3% |
| 3Y | -34.1% | -45.3% | +11.2% | -25.7% |
| All | -43.2% | -52.1% | +8.8% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling