+43.0%
NVTS vs USFR
+14.0%
+29.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +3.5% | +0.1% | +3.4% | +3.9% |
| 30D | -11.9% | +0.3% | -12.2% | -10.0% |
| 3M | -49.2% | +1.0% | -50.2% | -45.9% |
| 6M | +38.4% | +1.9% | +36.5% | +51.8% |
| YTD | +62.5% | +2.7% | +59.8% | +80.6% |
| 1Y | +101.4% | +4.0% | +97.4% | +134.0% |
| All | +43.0% | +14.0% | +29.0% | +174.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling