+262.2%
INTU vs USFD
+340.6%
-78.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | +7.1% | +3.9% | +3.2% | +6.0% |
| 30D | +23.0% | +10.7% | +12.3% | +19.7% |
| 3M | +8.7% | +6.3% | +2.4% | +6.7% |
| 6M | -10.1% | +16.2% | -26.3% | -14.1% |
| YTD | -45.7% | +41.9% | -87.5% | -51.6% |
| 1Y | -45.1% | +44.2% | -89.3% | -51.4% |
| 3Y | -26.9% | +159.8% | -186.7% | -45.4% |
| 5Y | -40.0% | +177.1% | -217.1% | -56.6% |
| 10Y | +265.4% | +376.2% | -110.8% | +130.2% |
| All | +262.2% | +340.6% | -78.5% | +130.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling