+2.2%
NEE vs ROIV
+91.0%
-88.8%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.7% |
| 7D | -3.4% | +9.2% | -12.6% | -3.5% |
| 30D | +9.0% | +19.9% | -10.9% | +8.7% |
| 3M | +0.2% | +10.6% | -10.4% | 0.0% |
| 6M | -8.5% | +36.1% | -44.6% | -8.5% |
| YTD | +8.6% | +84.3% | -75.7% | +7.9% |
| 1Y | +2.2% | +87.6% | -85.4% | +0.8% |
| All | +2.2% | +91.0% | -88.8% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling