+91.3%
USB vs NVD
-98.9%
+190.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +5.0% | -0.8% |
| 7D | 0.0% | +16.8% | -16.8% | +0.9% |
| 30D | +5.8% | +54.3% | -48.5% | +8.3% |
| 3M | -6.0% | +24.3% | -30.2% | -4.6% |
| 6M | +7.8% | +0.6% | +7.2% | +8.6% |
| YTD | +14.6% | -27.7% | +42.3% | +13.8% |
| 1Y | +31.8% | -29.4% | +61.2% | +31.0% |
| 3Y | +91.5% | -98.8% | +190.3% | +53.0% |
| All | +91.3% | -98.9% | +190.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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