+80.5%
USB vs NRG
+976.1%
-895.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -0.5% | +17.1% | -17.7% | -4.8% |
| 30D | +5.7% | -7.9% | +13.6% | +7.2% |
| 3M | -4.7% | -18.2% | +13.5% | -0.7% |
| 6M | +13.4% | -28.4% | +41.8% | +20.9% |
| YTD | +17.0% | -37.9% | +54.9% | +28.1% |
| 1Y | +32.4% | -39.2% | +71.6% | +45.4% |
| 3Y | +101.7% | +125.3% | -23.6% | +32.0% |
| 5Y | +24.4% | +215.7% | -191.3% | -29.2% |
| All | +80.5% | +976.1% | -895.7% | -9.8% |
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