+1,381.0%
NET vs USB
+47.0%
+1,334.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.1% |
| 7D | -16.4% | +2.4% | -18.8% | -16.9% |
| 30D | -25.8% | +6.6% | -32.4% | -27.2% |
| 3M | -11.5% | -4.1% | -7.4% | -10.7% |
| 6M | +18.9% | +12.5% | +6.4% | +14.6% |
| YTD | +35.2% | +17.6% | +17.6% | +28.5% |
| 1Y | +14.5% | +36.5% | -22.0% | +4.4% |
| 3Y | +313.8% | +95.4% | +218.4% | +245.4% |
| 5Y | +32.6% | +26.1% | +6.4% | +15.5% |
| All | +1,381.0% | +47.0% | +1,334.0% | +1,335.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling