+91.5%
USB vs NRG
+103.6%
-12.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.6% | -10.1% | -1.7% |
| 7D | 0.0% | -7.6% | +7.6% | +0.8% |
| 30D | +5.8% | -18.3% | +24.1% | +8.4% |
| 3M | -6.0% | -25.5% | +19.5% | -2.6% |
| 6M | +7.8% | -40.9% | +48.7% | +14.8% |
| YTD | +14.6% | -43.7% | +58.3% | +22.1% |
| 1Y | +31.8% | -47.3% | +79.1% | +41.8% |
| 3Y | +91.5% | +103.2% | -11.7% | +43.0% |
| All | +91.5% | +103.6% | -12.1% | +43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling