+48.9%
NVTS vs USFR
+14.4%
+34.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.2% |
| 7D | +3.9% | +0.1% | +3.9% | +4.5% |
| 30D | -4.3% | +0.4% | -4.7% | -1.6% |
| 3M | -34.5% | +1.1% | -35.5% | -29.1% |
| 6M | -57.7% | +2.0% | -59.8% | -52.4% |
| YTD | +25.4% | +3.5% | +21.9% | +38.9% |
| 1Y | +13.1% | +4.1% | +9.1% | +24.1% |
| 3Y | +48.9% | +14.4% | +34.6% | +130.8% |
| All | +48.9% | +14.4% | +34.6% | +130.8% |
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 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