-19.9%
USAR vs NVTS
-5.9%
-14.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.1% | +2.7% | -1.6% |
| 7D | +8.8% | +21.6% | -12.9% | +5.6% |
| 30D | -28.5% | -8.5% | -19.9% | -27.5% |
| 3M | -56.2% | -31.4% | -24.8% | -53.7% |
| 6M | -68.4% | -50.3% | -18.1% | -65.3% |
| YTD | -32.2% | +33.9% | -66.1% | -33.2% |
| 1Y | -52.3% | +10.6% | -63.0% | -52.3% |
| 3Y | -21.2% | +52.7% | -73.9% | -24.6% |
| All | -19.9% | -5.9% | -14.0% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling