+22.0%
USB vs NTR
+23.5%
-1.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | 0.0% | +3.0% | -3.0% | -0.5% |
| 30D | +5.8% | +2.2% | +3.7% | +5.4% |
| 3M | -6.0% | +7.9% | -13.9% | -7.5% |
| 6M | +7.8% | -1.5% | +9.3% | +7.6% |
| YTD | +14.6% | +18.6% | -4.0% | +8.7% |
| 1Y | +31.8% | +31.7% | +0.1% | +21.7% |
| 3Y | +91.5% | +46.4% | +45.1% | +69.5% |
| All | +22.0% | +23.5% | -1.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling