+44.6%
USB vs NXT
+246.1%
-201.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.3% | -5.8% | -1.0% |
| 7D | 0.0% | +32.2% | -32.2% | -2.9% |
| 30D | +5.8% | +21.9% | -16.1% | +3.5% |
| 3M | -6.0% | +6.6% | -12.5% | -6.9% |
| 6M | +7.8% | -16.8% | +24.6% | +8.4% |
| YTD | +14.6% | +20.4% | -5.8% | +9.4% |
| 1Y | +31.8% | -1.5% | +33.3% | +28.6% |
| 3Y | +91.5% | +182.4% | -90.9% | +48.9% |
| All | +44.6% | +246.1% | -201.5% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling