-38.1%
INTU vs FN
+158.4%
-196.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -3.5% |
| 7D | -7.1% | -1.7% | -5.4% | -7.0% |
| 30D | +1.5% | -22.0% | +23.4% | +1.9% |
| 3M | +10.7% | -43.0% | +53.7% | +13.5% |
| 6M | -23.8% | -27.7% | +3.9% | -25.0% |
| YTD | -49.3% | -10.5% | -38.8% | -52.2% |
| 1Y | -49.7% | +12.5% | -62.1% | -55.0% |
| All | -38.1% | +158.4% | -196.5% | -58.8% |
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