-41.7%
INTU vs FTI
+1,110.9%
-1,152.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.0% | -3.8% |
| 7D | -7.5% | -0.2% | -7.3% | -7.5% |
| 30D | -1.9% | +12.3% | -14.3% | -3.7% |
| 3M | +4.9% | +13.8% | -8.9% | +2.6% |
| 6M | -33.2% | +24.3% | -57.5% | -35.8% |
| YTD | -51.4% | +75.8% | -127.2% | -56.1% |
| 1Y | -52.0% | +99.6% | -151.6% | -57.8% |
| 3Y | -40.7% | +278.4% | -319.1% | -54.2% |
| 5Y | -41.7% | +1,168.7% | -1,210.4% | -65.0% |
| All | -41.7% | +1,110.9% | -1,152.7% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling