+508.1%
USB vs NDAQ
+2,658.5%
-2,150.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.6% | +0.9% |
| 7D | +2.4% | +3.9% | -1.5% | +0.9% |
| 30D | +6.6% | +19.0% | -12.4% | -0.5% |
| 3M | -4.1% | +17.6% | -21.7% | -10.2% |
| 6M | +12.5% | +21.0% | -8.5% | +3.6% |
| YTD | +17.6% | +14.1% | +3.5% | +10.1% |
| 1Y | +36.5% | +29.4% | +7.1% | +21.5% |
| 3Y | +95.4% | +127.4% | -32.0% | +39.4% |
| 5Y | +26.1% | +66.1% | -39.9% | +0.3% |
| 10Y | +101.3% | +495.6% | -394.3% | -1.2% |
| All | +508.1% | +2,658.5% | -2,150.3% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling