+146.9%
NEM vs ROIV
+378.2%
-231.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.5% |
| 7D | +13.4% | +5.3% | +8.1% | +12.9% |
| 30D | +6.5% | +11.9% | -5.4% | +5.5% |
| 3M | +14.9% | +10.7% | +4.2% | +13.7% |
| 6M | +5.5% | +34.9% | -29.4% | +2.8% |
| YTD | +21.9% | +79.2% | -57.3% | +16.2% |
| 1Y | +47.9% | +89.0% | -41.1% | +40.5% |
| 3Y | +238.2% | +337.3% | -99.2% | +207.4% |
| All | +146.9% | +378.2% | -231.3% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling