+102.1%
USB vs NXT
+171.4%
-69.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.9% | +6.6% | +0.1% |
| 7D | +1.2% | -6.0% | +7.2% | +1.6% |
| 30D | +6.3% | +5.4% | +0.9% | +5.7% |
| 3M | -6.1% | -9.7% | +3.6% | -5.8% |
| 6M | +13.0% | -25.3% | +38.3% | +14.3% |
| YTD | +16.6% | +7.5% | +9.1% | +14.0% |
| 1Y | +31.1% | -3.0% | +34.1% | +29.1% |
| All | +102.1% | +171.4% | -69.3% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 3y: compounded portfolio wealth divided by compounded NXT 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…
3y analysis · Full analysis span regression · 6 months rolling