-38.4%
INTU vs FN
+289.0%
-327.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -3.7% |
| 7D | -7.1% | -1.7% | -5.4% | -6.9% |
| 30D | +1.5% | -22.0% | +23.4% | +3.5% |
| 3M | +10.7% | -43.0% | +53.7% | +17.1% |
| 6M | -23.8% | -27.7% | +3.9% | -24.8% |
| YTD | -49.3% | -10.5% | -38.8% | -52.9% |
| 1Y | -49.7% | +12.5% | -62.1% | -56.3% |
| 3Y | -38.0% | +153.8% | -191.8% | -61.1% |
| All | -38.4% | +289.0% | -327.5% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling