+79.8%
USB vs NTRS
+188.7%
-108.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | 0.0% |
| 7D | +1.2% | +3.7% | -2.5% | -1.4% |
| 30D | +6.3% | +6.1% | +0.2% | +1.7% |
| 3M | -6.1% | -6.7% | +0.6% | -1.5% |
| 6M | +13.0% | +10.5% | +2.5% | +4.3% |
| YTD | +16.6% | +32.0% | -15.5% | -6.7% |
| 1Y | +31.1% | +37.0% | -5.9% | +2.1% |
| 3Y | +100.9% | +173.6% | -72.7% | -8.9% |
| 5Y | +24.5% | +64.4% | -39.9% | -19.3% |
| All | +79.8% | +188.7% | -108.9% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling