-100.0%
NIVF vs VOO
+85.8%
-185.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.1% | -2.2% |
| 7D | -16.5% | +0.5% | -17.1% | -16.9% |
| 30D | -41.2% | -0.9% | -40.2% | -40.7% |
| 3M | -77.4% | +3.9% | -81.3% | -78.0% |
| 6M | -93.6% | +14.5% | -108.2% | -94.3% |
| YTD | -98.5% | +13.0% | -111.5% | -98.6% |
| 1Y | -99.9% | +19.4% | -119.3% | -99.9% |
| 3Y | -100.0% | +78.9% | -178.9% | -100.0% |
| All | -100.0% | +85.8% | -185.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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