+22.7%
USB vs NI
+106.8%
-84.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.3% |
| 7D | -1.5% | 0.0% | -1.4% | -1.4% |
| 30D | +4.3% | +10.0% | -5.7% | +0.1% |
| 3M | -6.1% | +4.3% | -10.3% | -7.8% |
| 6M | +9.4% | -6.5% | +15.9% | +12.3% |
| YTD | +15.2% | +9.3% | +5.9% | +9.8% |
| 1Y | +32.8% | +6.4% | +26.3% | +28.0% |
| 3Y | +91.3% | +89.1% | +2.2% | +37.5% |
| 5Y | +22.7% | +106.1% | -83.5% | -19.4% |
| All | +22.7% | +106.8% | -84.1% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling