+115.5%
NI vs ROIV
+232.7%
-117.1%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -0.7% |
| 7D | +2.0% | +0.6% | +1.4% | +2.0% |
| 30D | -3.5% | +1.0% | -4.5% | -3.6% |
| 3M | -9.1% | +18.3% | -27.4% | -9.6% |
| 6M | -11.8% | +18.3% | -30.2% | -12.4% |
| YTD | +1.1% | +61.0% | -59.9% | -0.5% |
| 1Y | +6.7% | +177.9% | -171.2% | +3.3% |
| 3Y | +71.1% | +199.1% | -128.0% | +64.6% |
| 5Y | +94.3% | +250.7% | -156.4% | +81.3% |
| All | +115.5% | +232.7% | -117.1% | +103.7% |
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