+145.1%
NEM vs ROIV
+295.0%
-149.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +18.8% | -19.5% | -2.1% |
| 7D | +3.9% | +20.2% | -16.3% | +2.4% |
| 30D | +12.7% | +14.1% | -1.4% | +11.5% |
| 3M | +28.7% | +45.6% | -16.9% | +25.1% |
| 6M | +9.8% | +44.1% | -34.4% | +6.7% |
| YTD | +28.1% | +91.2% | -63.0% | +22.2% |
| 1Y | +69.3% | +221.3% | -152.0% | +57.3% |
| 3Y | +247.7% | +229.2% | +18.5% | +220.0% |
| 5Y | +153.4% | +316.5% | -163.1% | +125.7% |
| All | +145.1% | +295.0% | -149.9% | +119.6% |
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