+236.7%
INTU vs FN
+700.1%
-463.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.3% | +7.8% | +1.5% |
| 7D | +0.1% | +0.3% | -0.2% | -0.2% |
| 30D | +10.1% | -16.5% | +26.6% | +11.7% |
| 3M | -4.2% | -42.1% | +37.9% | +2.0% |
| 6M | -7.2% | -52.9% | +45.6% | +0.2% |
| YTD | -47.7% | -28.0% | -19.7% | -50.7% |
| 1Y | -46.7% | -18.5% | -28.2% | -51.6% |
| 3Y | -34.1% | +93.9% | -127.9% | -56.9% |
| 5Y | -43.3% | +170.5% | -213.8% | -67.9% |
| All | +236.7% | +700.1% | -463.4% | +43.7% |
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