+63.8%
USB vs NTR
+100.5%
-36.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.3% |
| 7D | +1.4% | +8.1% | -6.7% | -1.5% |
| 30D | -1.3% | +18.8% | -20.1% | -7.6% |
| 3M | +15.2% | +16.2% | -1.0% | +8.3% |
| 6M | +18.8% | +9.8% | +9.1% | +12.7% |
| YTD | +21.0% | +30.9% | -9.9% | +6.1% |
| 1Y | +34.0% | +41.8% | -7.7% | +12.9% |
| 3Y | +95.3% | +35.8% | +59.5% | +63.5% |
| 5Y | +40.4% | +51.0% | -10.7% | -3.9% |
| All | +63.8% | +100.5% | -36.7% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling