+230.3%
INTU vs FTV
+119.0%
+111.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | +0.1% | +0.2% | -0.1% | 0.0% |
| 30D | +15.4% | +15.7% | -0.2% | +6.0% |
| 3M | +6.6% | +7.5% | -0.9% | +1.9% |
| 6M | -11.3% | +8.5% | -19.8% | -16.5% |
| YTD | -47.7% | +18.8% | -66.5% | -54.0% |
| 1Y | -47.0% | +28.5% | -75.6% | -55.7% |
| 3Y | -29.9% | +34.0% | -63.9% | -44.6% |
| 5Y | -42.2% | +12.6% | -54.8% | -49.5% |
| 10Y | +251.7% | +111.4% | +140.2% | +118.2% |
| All | +230.3% | +119.0% | +111.3% | +103.4% |
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