+117.3%
NEM vs ROIV
+280.9%
-163.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -4.4% | -0.5% | -4.6% |
| 7D | -5.9% | +9.2% | -15.1% | -6.5% |
| 30D | -2.6% | +19.9% | -22.5% | -3.8% |
| 3M | -4.2% | +10.6% | -14.8% | -5.1% |
| 6M | -5.5% | +36.1% | -41.5% | -7.8% |
| YTD | +13.5% | +84.3% | -70.7% | +8.5% |
| 1Y | +22.2% | +87.6% | -65.4% | +16.6% |
| 3Y | +249.0% | +353.9% | -105.0% | +219.7% |
| 5Y | +120.1% | +376.1% | -256.0% | +95.3% |
| All | +117.3% | +280.9% | -163.6% | +95.0% |
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 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