-41.2%
INTU vs USFD
+207.9%
-249.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -3.9% | -0.2% | -3.8% | -3.9% |
| 30D | +12.0% | +12.3% | -0.4% | +6.7% |
| 3M | +2.3% | -0.7% | +3.0% | +2.3% |
| 6M | -12.1% | +31.3% | -43.3% | -22.0% |
| YTD | -47.5% | +45.7% | -93.3% | -57.2% |
| 1Y | -46.9% | +52.1% | -99.0% | -57.8% |
| 3Y | -33.5% | +158.2% | -191.7% | -61.1% |
| 5Y | -41.2% | +213.8% | -255.0% | -70.2% |
| All | -41.2% | +207.9% | -249.2% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling