-29.9%
INTU vs FN
+101.0%
-130.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +11.7% | -15.4% | -3.8% |
| 7D | +0.1% | 0.0% | +0.2% | +0.1% |
| 30D | +15.4% | -34.3% | +49.7% | +16.3% |
| 3M | +6.6% | -39.9% | +46.4% | +7.5% |
| 6M | -11.3% | -51.8% | +40.5% | -9.7% |
| YTD | -47.7% | -28.1% | -19.6% | -50.5% |
| 1Y | -47.0% | -29.1% | -17.9% | -50.0% |
| 3Y | -29.9% | +102.4% | -132.4% | -52.3% |
| All | -29.9% | +101.0% | -130.9% | -52.3% |
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