+70.7%
NEE vs ROIV
+357.5%
-286.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | -2.1% | +1.7% | -3.8% | -2.3% |
| 30D | +8.6% | +17.6% | -9.0% | +7.1% |
| 3M | -0.3% | +9.0% | -9.2% | -1.2% |
| 6M | -8.9% | +35.3% | -44.2% | -11.6% |
| YTD | +8.3% | +82.2% | -73.8% | +1.3% |
| 1Y | +4.3% | +92.3% | -88.0% | -3.4% |
| 3Y | +70.7% | +336.8% | -266.1% | +36.4% |
| All | +70.7% | +357.5% | -286.8% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling