+92.5%
USB vs NXT
+167.3%
-74.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -1.6% |
| 7D | -1.5% | +24.7% | -26.2% | -3.0% |
| 30D | +4.3% | +13.0% | -8.7% | +3.3% |
| 3M | -6.1% | -0.2% | -5.8% | -6.3% |
| 6M | +9.4% | -19.3% | +28.7% | +10.1% |
| YTD | +15.2% | +14.3% | +0.9% | +12.2% |
| 1Y | +32.8% | -11.0% | +43.7% | +31.6% |
| All | +92.5% | +167.3% | -74.8% | +59.3% |
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