+35.5%
NEE vs ROIV
+298.6%
-263.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.4% |
| 7D | -2.8% | +9.5% | -12.3% | -3.3% |
| 30D | +9.5% | +21.0% | -11.5% | +8.4% |
| 3M | +1.0% | +18.7% | -17.7% | 0.0% |
| 6M | -8.0% | +44.5% | -52.5% | -10.0% |
| YTD | +9.4% | +92.9% | -83.4% | +5.1% |
| 1Y | +3.1% | +100.2% | -97.1% | -1.2% |
| 3Y | +70.5% | +375.0% | -304.5% | +55.0% |
| 5Y | +15.2% | +435.2% | -420.0% | -1.0% |
| All | +35.5% | +298.6% | -263.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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