+730.1%
NVT vs USFR
+25.1%
+705.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.0% | +0.1% | +6.9% | +7.0% |
| 30D | -2.3% | +0.3% | -2.6% | -2.5% |
| 3M | -3.1% | +1.0% | -4.1% | -3.7% |
| 6M | +47.0% | +1.9% | +45.1% | +44.6% |
| YTD | +56.2% | +2.7% | +53.6% | +52.2% |
| 1Y | +74.5% | +4.0% | +70.6% | +67.3% |
| 3Y | +184.0% | +14.0% | +170.0% | +145.0% |
| 5Y | +410.8% | +20.4% | +390.4% | +306.0% |
| All | +730.1% | +25.1% | +705.1% | +580.0% |
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