+70.8%
NVT vs USFR
+4.1%
+66.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +5.6% |
| 7D | +4.1% | +0.1% | +3.9% | +6.0% |
| 30D | -5.1% | +0.4% | -5.5% | +0.7% |
| 3M | -1.2% | +1.0% | -2.2% | +19.5% |
| 6M | +46.6% | +2.0% | +44.6% | +94.6% |
| YTD | +60.0% | +2.8% | +57.2% | +99.4% |
| 1Y | +70.8% | +4.1% | +66.7% | +91.3% |
| All | +70.8% | +4.1% | +66.7% | +91.3% |
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