-40.7%
INTU vs NSC
+77.9%
-118.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.7% | -4.0% |
| 7D | -7.5% | -1.5% | -6.0% | -7.2% |
| 30D | -1.9% | -1.9% | 0.0% | -1.5% |
| 3M | +4.9% | +6.2% | -1.4% | +3.5% |
| 6M | -33.2% | +9.2% | -42.4% | -34.7% |
| YTD | -51.4% | +15.0% | -66.4% | -53.4% |
| 1Y | -52.0% | +21.1% | -73.1% | -54.8% |
| 3Y | -40.7% | +78.6% | -119.3% | -53.7% |
| All | -40.7% | +77.9% | -118.6% | -53.7% |
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