+233.5%
INTU vs FN
+850.1%
-616.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.2% | -0.2% |
| 7D | -3.9% | +8.0% | -11.9% | -5.5% |
| 30D | +12.0% | -19.1% | +31.1% | +14.4% |
| 3M | +2.3% | -29.8% | +32.1% | +5.7% |
| 6M | -12.1% | -43.2% | +31.1% | -8.2% |
| YTD | -47.5% | -18.9% | -28.6% | -51.4% |
| 1Y | -46.9% | -17.9% | -29.0% | -51.3% |
| 3Y | -33.5% | +120.1% | -153.6% | -57.3% |
| 5Y | -41.2% | +206.7% | -247.9% | -67.3% |
| 10Y | +233.5% | +804.7% | -571.2% | +39.6% |
| All | +233.5% | +850.1% | -616.6% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling