+33.9%
USB vs NI
+8.7%
+25.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | +2.6% | +4.3% | -1.7% | +1.6% |
| 30D | +8.4% | +12.4% | -4.0% | +6.0% |
| 3M | -5.5% | +10.2% | -15.7% | -7.4% |
| 6M | +17.7% | -0.8% | +18.5% | +16.4% |
| YTD | +17.6% | +13.2% | +4.3% | +19.5% |
| 1Y | +33.9% | +10.1% | +23.8% | +34.9% |
| All | +33.9% | +8.7% | +25.1% | +34.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling