-6.3%
NVTS vs USFR
+20.4%
-26.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +9.7% | +0.1% | +9.6% | +9.8% |
| 30D | -13.6% | +0.3% | -13.9% | -13.2% |
| 3M | -51.0% | +1.0% | -52.0% | -50.7% |
| 6M | +46.3% | +1.9% | +44.4% | +45.7% |
| YTD | +68.1% | +2.7% | +65.4% | +65.4% |
| 1Y | +113.9% | +4.0% | +109.9% | +107.8% |
| 3Y | +45.3% | +14.0% | +31.2% | +39.6% |
| All | -6.3% | +20.4% | -26.7% | -34.7% |
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