-9.1%
NVTS vs USFR
+20.5%
-29.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.4% |
| 7D | -1.4% | +0.1% | -1.6% | -1.3% |
| 30D | -16.5% | +0.4% | -16.9% | -16.1% |
| 3M | -47.6% | +1.0% | -48.7% | -47.2% |
| 6M | +7.3% | +2.0% | +5.3% | +7.0% |
| YTD | +62.9% | +2.8% | +60.1% | +60.5% |
| 1Y | +91.3% | +4.1% | +87.2% | +86.2% |
| 3Y | +43.4% | +14.1% | +29.3% | +38.0% |
| All | -9.1% | +20.5% | -29.7% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling