-27.2%
INTU vs FN
+80.0%
-107.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.2% | +13.7% | -0.4% |
| 7D | +7.1% | -16.0% | +23.1% | +7.2% |
| 30D | +23.0% | -40.1% | +63.1% | +23.9% |
| 3M | +8.7% | -43.9% | +52.6% | +9.4% |
| 6M | -10.1% | -55.6% | +45.5% | -8.8% |
| YTD | -45.7% | -35.7% | -10.0% | -48.6% |
| 1Y | -45.1% | -39.8% | -5.3% | -47.7% |
| All | -27.2% | +80.0% | -107.2% | -50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling