-42.6%
INTU vs NSC
+44.1%
-86.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -8.5% | -2.0% | -6.4% | -7.7% |
| 30D | -6.1% | -3.2% | -2.9% | -4.9% |
| 3M | +7.3% | +3.9% | +3.4% | +5.6% |
| 6M | -33.2% | +7.8% | -41.0% | -35.7% |
| YTD | -52.2% | +13.4% | -65.6% | -55.3% |
| 1Y | -52.7% | +20.3% | -73.0% | -57.0% |
| 3Y | -41.6% | +76.1% | -117.7% | -58.6% |
| 5Y | -42.6% | +45.0% | -87.6% | -53.7% |
| All | -42.6% | +44.1% | -86.7% | -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 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