-99.2%
NVD vs USFR
+14.3%
-113.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.4% |
| 7D | -7.7% | +0.1% | -7.7% | -8.3% |
| 30D | -5.8% | +0.3% | -6.1% | -9.2% |
| 3M | -23.2% | +1.0% | -24.2% | -31.3% |
| 6M | -49.7% | +1.9% | -51.7% | -58.6% |
| YTD | -47.7% | +2.7% | -50.3% | -59.0% |
| 1Y | -61.3% | +4.0% | -65.4% | -73.2% |
| 3Y | -99.2% | +14.0% | -113.2% | -99.7% |
| All | -99.2% | +14.3% | -113.5% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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