-32.5%
INTU vs FTI
+210.5%
-243.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -3.9% | -4.3% | +0.4% | -3.6% |
| 30D | +11.7% | -8.0% | +19.8% | +12.3% |
| 3M | +4.5% | -8.0% | +12.5% | +4.9% |
| 6M | -13.9% | -8.7% | -5.2% | -13.6% |
| YTD | -48.2% | +43.9% | -92.1% | -52.5% |
| 1Y | -47.1% | +49.8% | -96.9% | -52.0% |
| 3Y | -32.5% | +211.7% | -244.2% | -47.6% |
| All | -32.5% | +210.5% | -243.0% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling