+45.3%
USB vs NXT
+228.5%
-183.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.7% | +4.6% | -1.4% |
| 7D | -1.5% | +24.7% | -26.2% | -3.7% |
| 30D | +4.3% | +13.0% | -8.7% | +2.8% |
| 3M | -6.1% | -0.2% | -5.8% | -6.4% |
| 6M | +9.4% | -19.3% | +28.7% | +10.4% |
| YTD | +15.2% | +14.3% | +0.9% | +10.5% |
| 1Y | +32.8% | -11.0% | +43.7% | +31.0% |
| 3Y | +91.3% | +167.8% | -76.5% | +49.6% |
| All | +45.3% | +228.5% | -183.2% | +3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling