+91.7%
USB vs NI
+174.4%
-82.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | 0.0% | -0.9% | +0.9% | +0.5% |
| 30D | +5.8% | +9.6% | -3.8% | +1.3% |
| 3M | -6.0% | +2.5% | -8.4% | -7.1% |
| 6M | +7.8% | -5.8% | +13.6% | +10.6% |
| YTD | +14.6% | +8.6% | +6.0% | +9.3% |
| 1Y | +31.8% | +6.0% | +25.8% | +27.0% |
| 3Y | +91.5% | +91.0% | +0.5% | +35.7% |
| 5Y | +22.0% | +104.8% | -82.7% | -17.8% |
| All | +91.7% | +174.4% | -82.7% | +32.9% |
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