+147.1%
NEM vs ROIV
+232.7%
-85.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -1.9% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +23.1% | +1.0% | +22.1% | +23.0% |
| 3M | +18.5% | +18.3% | +0.2% | +17.1% |
| 6M | +7.8% | +18.3% | -10.5% | +6.3% |
| YTD | +29.1% | +61.0% | -31.9% | +24.9% |
| 1Y | +72.7% | +177.9% | -105.2% | +62.4% |
| 3Y | +248.7% | +199.1% | +49.7% | +224.7% |
| 5Y | +148.7% | +250.7% | -102.0% | +124.5% |
| All | +147.1% | +232.7% | -85.6% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling