-38.4%
INTU vs FTV
+2.3%
-40.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.8% |
| 7D | -7.1% | -4.5% | -2.6% | -4.4% |
| 30D | +1.5% | -7.1% | +8.5% | +6.1% |
| 3M | +10.7% | -7.2% | +17.8% | +14.9% |
| 6M | -23.8% | -1.5% | -22.3% | -24.6% |
| YTD | -49.3% | +3.5% | -52.8% | -51.9% |
| 1Y | -49.7% | +20.3% | -70.0% | -57.5% |
| 3Y | -38.0% | -3.1% | -34.9% | -40.3% |
| All | -38.4% | +2.3% | -40.8% | -46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling