+238.2%
NEM vs ROIV
+314.9%
-76.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | -0.5% |
| 7D | +13.4% | +5.3% | +8.1% | +12.0% |
| 30D | +6.5% | +11.9% | -5.4% | +3.6% |
| 3M | +14.9% | +10.7% | +4.2% | +11.3% |
| 6M | +5.5% | +34.9% | -29.4% | -3.3% |
| YTD | +21.9% | +79.2% | -57.3% | +3.1% |
| 1Y | +47.9% | +89.0% | -41.1% | +23.3% |
| 3Y | +238.2% | +337.3% | -99.2% | +122.9% |
| All | +238.2% | +314.9% | -76.8% | +122.9% |
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