+8,438.8%
USB vs NI
+5,092.7%
+3,346.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.4% | 0.0% |
| 7D | +1.4% | +2.0% | -0.6% | +0.5% |
| 30D | -1.3% | -3.5% | +2.2% | +0.3% |
| 3M | +15.2% | -9.1% | +24.4% | +20.1% |
| 6M | +18.8% | -11.8% | +30.7% | +25.4% |
| YTD | +21.0% | +1.1% | +19.9% | +19.6% |
| 1Y | +34.0% | +6.7% | +27.3% | +28.8% |
| 3Y | +95.3% | +71.1% | +24.2% | +49.5% |
| 5Y | +40.4% | +94.3% | -53.9% | +0.1% |
| 10Y | +107.3% | +135.8% | -28.5% | +31.3% |
| All | +8,438.8% | +5,092.7% | +3,346.2% | +1,466.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling