+32.1%
NEE vs ROIV
+295.0%
-262.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +18.8% | -18.3% | -0.5% |
| 7D | +1.1% | +20.2% | -19.1% | 0.0% |
| 30D | -0.2% | +14.1% | -14.4% | -1.0% |
| 3M | +0.5% | +45.6% | -45.1% | -1.6% |
| 6M | -6.5% | +44.1% | -50.7% | -8.6% |
| YTD | +6.7% | +91.2% | -84.5% | +2.5% |
| 1Y | +23.6% | +221.3% | -197.7% | +15.2% |
| 3Y | +37.1% | +229.2% | -192.1% | +26.5% |
| 5Y | +10.9% | +316.5% | -305.5% | -3.9% |
| All | +32.1% | +295.0% | -262.9% | +16.4% |
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