-6.0%
NOW vs ROIV
+270.3%
-276.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -1.0% |
| 7D | -3.0% | +5.3% | -8.3% | -3.6% |
| 30D | -26.0% | +11.9% | -37.9% | -27.0% |
| 3M | -13.1% | +10.7% | -23.8% | -14.5% |
| 6M | +14.5% | +34.9% | -20.4% | +9.4% |
| YTD | -33.4% | +79.2% | -112.6% | -38.9% |
| 1Y | -40.6% | +89.0% | -129.6% | -45.9% |
| 3Y | -16.3% | +337.3% | -353.7% | -31.9% |
| 5Y | -26.3% | +402.3% | -428.6% | -46.8% |
| All | -6.0% | +270.3% | -276.3% | -27.6% |
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 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