+32.6%
NET vs USB
+23.7%
+8.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.9% | -4.5% | -3.5% |
| 7D | -16.4% | +2.4% | -18.8% | -17.4% |
| 30D | -25.8% | +6.6% | -32.4% | -28.3% |
| 3M | -11.5% | -4.1% | -7.4% | -10.0% |
| 6M | +18.9% | +12.5% | +6.4% | +10.6% |
| YTD | +35.2% | +17.6% | +17.6% | +22.2% |
| 1Y | +14.5% | +36.5% | -22.0% | -4.6% |
| 3Y | +313.8% | +95.4% | +218.4% | +177.6% |
| 5Y | +32.6% | +26.1% | +6.4% | +9.8% |
| All | +32.6% | +23.7% | +8.9% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling