+74.9%
USAR vs NVTS
+16.1%
+58.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.3% | -6.8% | -1.4% |
| 7D | -2.1% | +2.7% | -4.8% | -2.5% |
| 30D | +2.6% | -4.5% | +7.1% | +3.3% |
| 3M | -35.0% | -61.5% | +26.5% | -26.4% |
| 6M | -6.9% | +28.0% | -34.9% | -9.3% |
| YTD | +48.0% | +65.3% | -17.3% | +41.3% |
| 1Y | +24.8% | +113.0% | -88.2% | +18.8% |
| 3Y | +73.2% | +34.7% | +38.5% | +60.5% |
| All | +74.9% | +16.1% | +58.7% | +61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling