+101.8%
USB vs NTR
+46.8%
+55.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | +1.4% | +4.1% | -2.7% | +0.9% |
| 30D | +6.4% | +7.0% | -0.5% | +5.5% |
| 3M | -4.5% | +9.7% | -14.1% | -5.8% |
| 6M | +11.4% | +7.4% | +4.0% | +9.9% |
| YTD | +17.1% | +19.8% | -2.7% | +11.2% |
| 1Y | +32.6% | +25.4% | +7.2% | +24.3% |
| 3Y | +101.8% | +48.6% | +53.2% | +76.2% |
| All | +101.8% | +46.8% | +55.0% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling