+33.6%
USB vs NRG
-18.6%
+52.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.4% |
| 7D | +2.1% | +9.3% | -7.2% | +1.4% |
| 30D | -2.3% | +1.3% | -3.5% | -2.4% |
| 3M | +13.9% | -6.0% | +19.9% | +13.8% |
| 6M | +21.6% | -22.0% | +43.5% | +22.9% |
| YTD | +19.3% | -24.1% | +43.5% | +20.8% |
| 1Y | +33.6% | -18.0% | +51.6% | +34.6% |
| All | +33.6% | -18.6% | +52.1% | +34.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling