+69.4%
USAR vs NVTS
+14.2%
+55.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.9% |
| 7D | -4.4% | +3.5% | -7.9% | -4.9% |
| 30D | -10.4% | -11.9% | +1.5% | -8.8% |
| 3M | -18.4% | -49.2% | +30.9% | -10.8% |
| 6M | -8.8% | +38.4% | -47.2% | -11.8% |
| YTD | +43.4% | +62.5% | -19.1% | +37.3% |
| 1Y | +21.0% | +101.4% | -80.4% | +15.6% |
| 3Y | +67.7% | +40.4% | +27.3% | +55.8% |
| All | +69.4% | +14.2% | +55.2% | +57.2% |
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