+24.4%
USB vs NDAQ
+69.3%
-44.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +5.7% | +16.3% | -10.6% | -1.3% |
| 3M | -4.7% | +15.8% | -20.5% | -11.0% |
| 6M | +13.4% | +24.8% | -11.4% | +1.7% |
| YTD | +17.0% | +14.1% | +2.9% | +8.6% |
| 1Y | +32.4% | +26.5% | +5.8% | +16.2% |
| 3Y | +101.7% | +119.1% | -17.5% | +33.3% |
| 5Y | +24.4% | +70.9% | -46.5% | -13.2% |
| All | +24.4% | +69.3% | -44.9% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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