+236.7%
INTU vs FTI
+189.4%
+47.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | +0.2% |
| 7D | +0.1% | +4.3% | -4.3% | -0.5% |
| 30D | +10.1% | -4.7% | +14.7% | +10.5% |
| 3M | -4.2% | -13.5% | +9.3% | -2.6% |
| 6M | -7.2% | -8.7% | +1.5% | -6.7% |
| YTD | -47.7% | +49.0% | -96.7% | -51.5% |
| 1Y | -46.7% | +54.0% | -100.7% | -50.9% |
| 3Y | -34.1% | +211.6% | -245.7% | -46.5% |
| 5Y | -43.3% | +881.9% | -925.2% | -62.4% |
| All | +236.7% | +189.4% | +47.4% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling