+137.4%
NI vs ROIV
+292.3%
-154.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +1.5% | +14.3% | -12.8% | +1.1% |
| 30D | +11.9% | +16.2% | -4.4% | +11.4% |
| 3M | +9.1% | +15.1% | -6.0% | +8.6% |
| 6M | -1.8% | +44.2% | -46.0% | -2.9% |
| YTD | +11.4% | +89.8% | -78.5% | +9.0% |
| 1Y | +6.4% | +94.6% | -88.2% | +4.0% |
| 3Y | +98.2% | +367.5% | -269.3% | +88.9% |
| 5Y | +110.1% | +421.4% | -311.3% | +96.1% |
| All | +137.4% | +292.3% | -154.9% | +123.2% |
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