+36.5%
USB vs NTR
+36.7%
-0.2%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.0% | -2.1% | +2.1% |
| 7D | +2.4% | +4.3% | -1.9% | +2.6% |
| 30D | +6.6% | +2.6% | +4.0% | +6.7% |
| 3M | -4.1% | +8.5% | -12.6% | -3.5% |
| 6M | +12.5% | -3.3% | +15.8% | +12.8% |
| YTD | +17.6% | +19.6% | -2.0% | +16.2% |
| 1Y | +36.5% | +37.6% | -1.1% | +28.3% |
| All | +36.5% | +36.7% | -0.2% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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