+94.5%
MO vs NVTS
+32.4%
+62.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.9% | +5.2% | +1.3% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | +5.8% | -18.0% | +23.8% | +5.5% |
| 3M | -4.5% | -45.6% | +41.1% | -5.0% |
| 6M | +5.7% | +28.5% | -22.7% | +6.6% |
| YTD | +23.1% | +56.2% | -33.0% | +24.6% |
| 1Y | +10.9% | +97.7% | -86.8% | +12.8% |
| All | +94.5% | +32.4% | +62.0% | +97.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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