-53.3%
INTU vs FRMI
-78.0%
+24.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.7% |
| 7D | -8.5% | +15.9% | -24.4% | -7.8% |
| 30D | -6.1% | -6.0% | -0.2% | -6.2% |
| 3M | +7.3% | -1.6% | +8.9% | +7.5% |
| 6M | -33.2% | -30.7% | -2.5% | -33.3% |
| YTD | -52.2% | -30.9% | -21.3% | -52.2% |
| All | -53.3% | -78.0% | +24.7% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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