-47.2%
INTU vs FTV
+32.5%
-79.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.5% |
| 7D | -1.2% | +1.4% | -2.6% | -1.5% |
| 30D | +12.4% | +18.3% | -5.8% | +8.9% |
| 3M | +2.3% | +9.8% | -7.5% | +0.2% |
| 6M | -13.3% | +12.3% | -25.6% | -15.7% |
| YTD | -47.9% | +23.1% | -71.0% | -50.4% |
| 1Y | -47.2% | +32.5% | -79.7% | -52.2% |
| All | -47.2% | +32.5% | -79.6% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling