+120.2%
NEM vs ROIV
+380.3%
-260.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -6.4% | +1.7% | -8.1% | -6.5% |
| 30D | +1.4% | +17.6% | -16.2% | +0.1% |
| 3M | -0.7% | +9.0% | -9.7% | -1.6% |
| 6M | -4.5% | +35.3% | -39.8% | -7.1% |
| YTD | +14.0% | +82.2% | -68.1% | +8.5% |
| 1Y | +27.3% | +92.3% | -65.0% | +20.6% |
| 3Y | +250.5% | +336.8% | -86.3% | +217.4% |
| All | +120.2% | +380.3% | -260.1% | +90.4% |
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