+96.4%
NI vs ROIV
+316.9%
-220.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +18.8% | -17.5% | +0.7% |
| 7D | +2.3% | +20.2% | -17.9% | +1.7% |
| 30D | -1.7% | +14.1% | -15.8% | -2.1% |
| 3M | -8.0% | +45.6% | -53.6% | -9.0% |
| 6M | -8.6% | +44.1% | -52.8% | -9.7% |
| YTD | +2.3% | +91.2% | -88.8% | +0.3% |
| 1Y | +6.9% | +221.3% | -214.4% | +3.1% |
| 3Y | +70.6% | +229.2% | -158.7% | +63.6% |
| 5Y | +96.4% | +316.5% | -220.1% | +80.6% |
| All | +96.4% | +316.9% | -220.5% | +80.6% |
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