+3.6%
NVT vs USFR
+4.1%
-0.5%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | 0.0% | -12.7% | -12.7% |
| 7D | -19.5% | +0.1% | -19.6% | -18.2% |
| 30D | -32.4% | +0.4% | -32.8% | -28.5% |
| 3M | -30.3% | +1.1% | -31.4% | -16.3% |
| 6M | -30.4% | +2.0% | -32.5% | +2.7% |
| YTD | +11.3% | +3.4% | +8.0% | +61.4% |
| 1Y | +3.6% | +4.1% | -0.5% | +23.8% |
| All | +3.6% | +4.1% | -0.5% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling