+112.5%
NET vs USB
+40.0%
+72.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -7.0% | +1.4% | -8.4% | -7.7% |
| 30D | -4.8% | -1.3% | -3.5% | -4.2% |
| 3M | +3.8% | +15.2% | -11.4% | -3.8% |
| 6M | +50.0% | +18.8% | +31.2% | +36.1% |
| YTD | +41.5% | +21.0% | +20.5% | +26.8% |
| 1Y | +32.8% | +34.0% | -1.2% | +12.5% |
| 3Y | +335.9% | +95.3% | +240.6% | +195.3% |
| All | +112.5% | +40.0% | +72.4% | +66.1% |
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