+45.1%
INTU vs FOXA
+98.3%
-53.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | -3.9% | -2.4% | -1.5% | -3.2% |
| 30D | +12.0% | +8.6% | +3.4% | +9.0% |
| 3M | +2.3% | +9.9% | -7.6% | -0.8% |
| 6M | -12.1% | +0.8% | -12.9% | -13.4% |
| YTD | -47.5% | -6.1% | -41.4% | -47.3% |
| 1Y | -46.9% | +3.3% | -50.2% | -48.3% |
| 3Y | -33.5% | +133.5% | -167.0% | -51.4% |
| 5Y | -41.2% | +75.8% | -117.1% | -53.5% |
| All | +45.1% | +98.3% | -53.2% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling