+80.5%
USB vs NI
+194.6%
-114.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | -0.5% | +0.6% | -1.1% | -0.8% |
| 30D | +5.7% | +11.2% | -5.5% | +0.4% |
| 3M | -4.7% | +9.2% | -13.9% | -8.7% |
| 6M | +13.4% | -1.8% | +15.2% | +14.1% |
| YTD | +17.0% | +12.0% | +5.0% | +9.8% |
| 1Y | +32.4% | +6.4% | +25.9% | +27.3% |
| 3Y | +101.7% | +99.4% | +2.3% | +39.5% |
| 5Y | +24.4% | +113.1% | -88.7% | -18.1% |
| All | +80.5% | +194.6% | -114.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 10y: compounded portfolio wealth divided by compounded NI 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…
10y analysis · Full analysis span regression · 6 months rolling