+75.4%
USAR vs NVTS
+18.1%
+57.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | 0.0% |
| 7D | +2.3% | +9.7% | -7.4% | +0.9% |
| 30D | -8.6% | -13.6% | +5.0% | -6.8% |
| 3M | -20.5% | -51.0% | +30.5% | -12.7% |
| 6M | +1.2% | +46.3% | -45.1% | -2.8% |
| YTD | +48.4% | +68.1% | -19.7% | +41.4% |
| 1Y | +30.6% | +113.9% | -83.3% | +24.1% |
| 3Y | +73.6% | +45.3% | +28.4% | +60.5% |
| All | +75.4% | +18.1% | +57.3% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded NVTS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling