+54.5%
USAR vs NTRS
+192.7%
-138.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | -11.6% | +1.4% | -13.0% | -12.1% |
| 30D | -15.5% | -0.7% | -14.8% | -15.3% |
| 3M | -31.0% | +11.3% | -42.4% | -33.5% |
| 6M | -26.2% | +35.5% | -61.8% | -32.6% |
| YTD | +30.8% | +40.6% | -9.8% | +19.3% |
| 1Y | +7.1% | +49.2% | -42.1% | -3.0% |
| 3Y | +53.0% | +167.2% | -114.2% | +40.6% |
| All | +54.5% | +192.7% | -138.2% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 10y: compounded portfolio wealth divided by compounded NTRS 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…
10y analysis · Full analysis span regression · 6 months rolling