+31.5%
NEE vs ROIV
+232.7%
-201.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.3% | -0.8% |
| 7D | +1.9% | +0.6% | +1.3% | +1.9% |
| 30D | -2.2% | +1.0% | -3.1% | -2.2% |
| 3M | -1.2% | +18.3% | -19.5% | -2.1% |
| 6M | -8.6% | +18.3% | -26.9% | -9.6% |
| YTD | +6.2% | +61.0% | -54.8% | +3.1% |
| 1Y | +21.1% | +177.9% | -156.8% | +13.8% |
| 3Y | +36.4% | +199.1% | -162.7% | +26.7% |
| 5Y | +11.4% | +250.7% | -239.3% | -2.5% |
| All | +31.5% | +232.7% | -201.2% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling