-33.9%
INTU vs NSC
+79.0%
-112.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | -1.2% | -3.4% | +2.2% | -0.6% |
| 30D | +12.4% | +3.6% | +8.8% | +11.8% |
| 3M | +2.3% | -1.4% | +3.7% | +2.6% |
| 6M | -13.3% | +6.0% | -19.3% | -14.3% |
| YTD | -47.9% | +15.5% | -63.4% | -49.9% |
| 1Y | -47.2% | +16.2% | -63.4% | -49.3% |
| 3Y | -33.9% | +76.9% | -110.8% | -43.7% |
| All | -33.9% | +79.0% | -112.9% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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