+525.6%
USB vs NDAQ
+2,327.9%
-1,802.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.5% |
| 7D | +1.4% | -2.4% | +3.9% | +2.4% |
| 30D | -1.3% | +2.5% | -3.8% | -2.3% |
| 3M | +15.2% | +9.9% | +5.3% | +10.6% |
| 6M | +18.8% | +9.4% | +9.4% | +13.7% |
| YTD | +21.0% | +0.4% | +20.6% | +19.2% |
| 1Y | +34.0% | +4.0% | +30.0% | +30.0% |
| 3Y | +95.3% | +94.4% | +0.9% | +48.2% |
| 5Y | +40.4% | +56.7% | -16.4% | +14.2% |
| 10Y | +107.3% | +375.3% | -268.0% | +10.9% |
| All | +525.6% | +2,327.9% | -1,802.3% | +130.9% |
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