-32.5%
INTU vs USFD
+167.5%
-200.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.0% | -1.6% |
| 7D | -3.9% | +3.9% | -7.9% | -4.9% |
| 30D | +11.7% | +12.8% | -1.1% | +8.8% |
| 3M | +4.5% | +1.0% | +3.5% | +4.0% |
| 6M | -13.9% | +30.3% | -44.1% | -18.5% |
| YTD | -48.2% | +46.0% | -94.2% | -54.3% |
| 1Y | -47.1% | +49.6% | -96.8% | -54.0% |
| 3Y | -32.5% | +166.3% | -198.8% | -52.3% |
| All | -32.5% | +167.5% | -200.0% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 3y: compounded portfolio wealth divided by compounded USFD 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…
3y analysis · Full analysis span regression · 6 months rolling