-40.7%
INTU vs FOXA
+118.5%
-159.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | -7.5% | -0.6% | -6.9% | -7.4% |
| 30D | -1.9% | +2.3% | -4.3% | -2.6% |
| 3M | +4.9% | -2.8% | +7.7% | +4.2% |
| 6M | -33.2% | +9.6% | -42.8% | -35.9% |
| YTD | -51.4% | -9.9% | -41.5% | -50.8% |
| 1Y | -52.0% | +5.4% | -57.4% | -53.5% |
| 3Y | -40.7% | +115.3% | -156.0% | -49.2% |
| All | -40.7% | +118.5% | -159.2% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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