+89.2%
USB vs NTRS
+210.4%
-121.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +0.5% |
| 7D | +0.8% | +4.1% | -3.3% | -2.2% |
| 30D | +6.8% | +5.6% | +1.2% | +2.5% |
| 3M | -3.8% | -3.8% | 0.0% | -1.3% |
| 6M | +11.7% | +11.8% | 0.0% | +2.3% |
| YTD | +17.5% | +32.0% | -14.5% | -5.9% |
| 1Y | +33.8% | +39.6% | -5.8% | +2.7% |
| 3Y | +104.2% | +178.7% | -74.5% | -8.7% |
| 5Y | +26.4% | +69.0% | -42.6% | -19.8% |
| 10Y | +89.2% | +201.7% | -112.5% | -23.2% |
| All | +89.2% | +210.4% | -121.2% | -23.2% |
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