+54.5%
USAR vs NVT
+216.3%
-161.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.6% | -7.6% | -5.1% |
| 7D | -11.6% | +4.1% | -15.7% | -13.3% |
| 30D | -15.5% | -5.1% | -10.4% | -13.7% |
| 3M | -31.0% | -1.2% | -29.9% | -30.8% |
| 6M | -26.2% | +46.6% | -72.8% | -33.9% |
| YTD | +30.8% | +60.0% | -29.2% | +15.4% |
| 1Y | +7.1% | +70.8% | -63.7% | -5.5% |
| 3Y | +53.0% | +187.5% | -134.5% | +29.6% |
| All | +54.5% | +216.3% | -161.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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