+89.2%
USB vs NRG
+937.8%
-848.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.3% | -7.8% | -0.2% |
| 7D | +0.8% | +2.9% | -2.2% | -0.6% |
| 30D | +6.8% | -9.3% | +16.1% | +8.8% |
| 3M | -3.8% | -17.1% | +13.4% | -0.2% |
| 6M | +11.7% | -28.9% | +40.6% | +19.3% |
| YTD | +17.5% | -37.9% | +55.4% | +28.6% |
| 1Y | +33.8% | -42.7% | +76.5% | +49.4% |
| 3Y | +104.2% | +127.5% | -23.2% | +34.0% |
| 5Y | +26.4% | +217.4% | -191.0% | -27.7% |
| 10Y | +89.2% | +898.2% | -809.0% | -2.6% |
| All | +89.2% | +937.8% | -848.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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