+37.0%
NEE vs ROIV
+270.3%
-233.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.6% | -1.8% |
| 7D | +3.9% | +5.3% | -1.5% | +3.6% |
| 30D | +12.8% | +11.9% | +0.9% | +12.1% |
| 3M | +3.6% | +10.7% | -7.2% | +2.8% |
| 6M | -7.5% | +34.9% | -42.4% | -9.2% |
| YTD | +10.7% | +79.2% | -68.5% | +6.7% |
| 1Y | +9.1% | +89.0% | -79.9% | +4.8% |
| 3Y | +61.0% | +337.3% | -276.3% | +47.0% |
| 5Y | +16.3% | +402.3% | -386.0% | +0.3% |
| All | +37.0% | +270.3% | -233.3% | +21.1% |
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