+211.0%
INTU vs FTI
+297.7%
-86.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | -8.5% | -2.3% | -6.1% | -8.1% |
| 30D | -6.1% | +5.0% | -11.2% | -6.8% |
| 3M | +7.3% | +13.8% | -6.5% | +5.0% |
| 6M | -33.2% | +22.9% | -56.1% | -35.6% |
| YTD | -52.2% | +75.0% | -127.1% | -56.5% |
| 1Y | -52.7% | +96.9% | -149.6% | -57.9% |
| 3Y | -41.6% | +276.7% | -318.3% | -53.8% |
| 5Y | -42.6% | +1,157.0% | -1,199.7% | -63.3% |
| 10Y | +211.0% | +310.7% | -99.6% | +96.4% |
| All | +211.0% | +297.7% | -86.6% | +96.4% |
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