+53.4%
USAR vs NVD
-99.1%
+152.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.2% | -3.0% |
| 7D | -11.6% | +10.8% | -22.5% | -10.8% |
| 30D | -15.5% | +0.8% | -16.2% | -15.1% |
| 3M | -31.0% | -20.8% | -10.2% | -31.5% |
| 6M | -26.2% | -41.2% | +14.9% | -27.3% |
| YTD | +30.8% | -44.2% | +75.0% | +28.8% |
| 1Y | +7.1% | -54.2% | +61.2% | +5.3% |
| 3Y | +53.0% | -99.1% | +152.1% | +51.2% |
| All | +53.4% | -99.1% | +152.5% | +51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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