+420.3%
NVT vs USFR
+20.6%
+399.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.6% | +4.8% |
| 7D | +4.1% | +0.1% | +3.9% | +4.3% |
| 30D | -5.1% | +0.4% | -5.5% | -4.5% |
| 3M | -1.2% | +1.0% | -2.2% | +0.9% |
| 6M | +46.6% | +2.0% | +44.6% | +51.3% |
| YTD | +60.0% | +2.8% | +57.2% | +65.7% |
| 1Y | +70.8% | +4.1% | +66.7% | +78.2% |
| 3Y | +187.5% | +14.1% | +173.4% | +232.3% |
| All | +420.3% | +20.6% | +399.7% | +577.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling