+14,738.3%
INTU vs NSC
+3,201.1%
+11,537.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.1% | +1.0% |
| 7D | +0.1% | +2.5% | -2.4% | -0.8% |
| 30D | +10.1% | +1.7% | +8.4% | +9.4% |
| 3M | -4.2% | -2.6% | -1.6% | -3.4% |
| 6M | -7.2% | +6.4% | -13.7% | -9.6% |
| YTD | -47.7% | +15.5% | -63.2% | -50.9% |
| 1Y | -46.7% | +17.6% | -64.3% | -50.3% |
| 3Y | -34.1% | +75.0% | -109.0% | -47.7% |
| 5Y | -43.3% | +32.2% | -75.5% | -50.4% |
| 10Y | +232.6% | +296.6% | -64.0% | +96.1% |
| All | +14,738.3% | +3,201.1% | +11,537.2% | +4,105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling