-41.3%
INTU vs NSC
+28.0%
-69.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.4% |
| 7D | -1.2% | -3.4% | +2.2% | +0.1% |
| 30D | +12.4% | +3.6% | +8.8% | +11.0% |
| 3M | +2.3% | -1.4% | +3.7% | +2.8% |
| 6M | -13.3% | +6.0% | -19.3% | -15.6% |
| YTD | -47.9% | +15.5% | -63.4% | -51.6% |
| 1Y | -47.2% | +16.2% | -63.4% | -51.1% |
| 3Y | -33.9% | +76.9% | -110.8% | -53.2% |
| 5Y | -41.3% | +29.3% | -70.7% | -51.0% |
| All | -41.3% | +28.0% | -69.3% | -51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling