-23.3%
INTU vs NVDL
+2,657.6%
-2,680.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -3.7% |
| 7D | -7.5% | +7.3% | -14.8% | -8.2% |
| 30D | -1.9% | -0.7% | -1.3% | -2.2% |
| 3M | +4.9% | +9.5% | -4.6% | +2.8% |
| 6M | -33.2% | +41.6% | -74.8% | -36.8% |
| YTD | -51.4% | +23.3% | -74.7% | -53.6% |
| 1Y | -52.0% | +40.3% | -92.3% | -55.3% |
| 3Y | -40.7% | +692.2% | -732.9% | -62.9% |
| All | -23.3% | +2,657.6% | -2,680.9% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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