+8,438.8%
USB vs NTRS
+7,693.4%
+745.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +0.4% | +1.1% | +1.2% |
| 30D | -1.3% | +1.7% | -3.0% | -2.3% |
| 3M | +15.2% | +8.9% | +6.4% | +9.1% |
| 6M | +18.8% | +30.6% | -11.8% | +0.2% |
| YTD | +21.0% | +38.7% | -17.7% | -1.9% |
| 1Y | +34.0% | +48.1% | -14.1% | +4.2% |
| 3Y | +95.3% | +165.5% | -70.2% | +5.2% |
| 5Y | +40.4% | +85.6% | -45.2% | -7.3% |
| 10Y | +107.3% | +246.1% | -138.8% | -5.8% |
| All | +8,438.8% | +7,693.4% | +745.4% | +1,444.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling