+109.7%
USB vs NRG
+1,105.2%
-995.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.4% | -6.7% | -2.0% |
| 7D | +1.4% | +7.1% | -5.7% | -0.5% |
| 30D | -1.3% | -1.4% | +0.1% | -1.2% |
| 3M | +15.2% | -10.5% | +25.7% | +17.0% |
| 6M | +18.8% | -26.7% | +45.6% | +26.6% |
| YTD | +21.0% | -24.5% | +45.5% | +26.9% |
| 1Y | +34.0% | -18.6% | +52.6% | +36.2% |
| 3Y | +95.3% | +227.1% | -131.8% | +17.6% |
| 5Y | +40.4% | +198.8% | -158.4% | -14.7% |
| All | +109.7% | +1,105.2% | -995.5% | +2.0% |
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