+22.7%
USB vs NDAQ
+60.9%
-38.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -0.9% |
| 7D | -1.5% | +1.2% | -2.6% | -2.0% |
| 30D | +4.3% | +15.8% | -11.5% | -2.4% |
| 3M | -6.1% | +13.4% | -19.4% | -11.4% |
| 6M | +9.4% | +20.9% | -11.5% | -0.5% |
| YTD | +15.2% | +11.1% | +4.1% | +8.2% |
| 1Y | +32.8% | +26.5% | +6.2% | +16.3% |
| 3Y | +91.3% | +121.5% | -30.2% | +25.9% |
| 5Y | +22.7% | +61.3% | -38.7% | -11.3% |
| All | +22.7% | +60.9% | -38.2% | -11.3% |
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