+220.3%
INTU vs FTV
+90.8%
+129.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.4% | -2.8% |
| 7D | -7.1% | -4.5% | -2.6% | -4.6% |
| 30D | +1.5% | -7.1% | +8.5% | +5.8% |
| 3M | +10.7% | -7.2% | +17.8% | +14.8% |
| 6M | -23.8% | -1.5% | -22.3% | -24.4% |
| YTD | -49.3% | +3.5% | -52.8% | -51.5% |
| 1Y | -49.7% | +20.3% | -70.0% | -56.4% |
| 3Y | -38.0% | -3.1% | -34.9% | -40.0% |
| 5Y | -38.7% | +2.3% | -41.1% | -43.2% |
| 10Y | +221.3% | +76.3% | +145.0% | +118.8% |
| All | +220.3% | +90.8% | +129.5% | +114.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling