+36.9%
NEE vs ROIV
+287.3%
-250.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -0.3% |
| 7D | +2.2% | +13.3% | -11.2% | +1.5% |
| 30D | +12.3% | +14.8% | -2.5% | +11.4% |
| 3M | +3.4% | +11.9% | -8.5% | +2.6% |
| 6M | -5.3% | +42.4% | -47.7% | -7.3% |
| YTD | +10.6% | +87.4% | -76.9% | +6.3% |
| 1Y | +6.5% | +97.2% | -90.8% | +2.0% |
| 3Y | +73.5% | +375.7% | -302.1% | +57.8% |
| 5Y | +17.0% | +379.0% | -362.1% | +0.6% |
| All | +36.9% | +287.3% | -250.4% | +20.6% |
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