+22.0%
USB vs NTRS
+61.8%
-39.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | 0.0% | +2.1% | -2.1% | -1.5% |
| 30D | +5.8% | +2.7% | +3.1% | +3.8% |
| 3M | -6.0% | -5.7% | -0.2% | -2.3% |
| 6M | +7.8% | +6.8% | +1.0% | +2.4% |
| YTD | +14.6% | +28.4% | -13.8% | -5.1% |
| 1Y | +31.8% | +37.5% | -5.7% | +3.9% |
| 3Y | +91.5% | +167.5% | -76.0% | -7.8% |
| All | +22.0% | +61.8% | -39.8% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling