+131.5%
NI vs ROIV
+270.3%
-138.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.8% | -0.8% |
| 7D | -0.9% | +5.3% | -6.3% | -1.1% |
| 30D | +9.6% | +11.9% | -2.2% | +9.3% |
| 3M | +2.5% | +10.7% | -8.2% | +2.1% |
| 6M | -5.8% | +34.9% | -40.7% | -6.8% |
| YTD | +8.6% | +79.2% | -70.6% | +6.5% |
| 1Y | +6.0% | +89.0% | -83.0% | +3.7% |
| 3Y | +91.0% | +337.3% | -246.3% | +82.3% |
| 5Y | +104.8% | +402.3% | -297.6% | +91.4% |
| All | +131.5% | +270.3% | -138.8% | +117.9% |
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