+14.5%
NU vs ROIV
+309.7%
-295.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.4% | +0.5% | -3.0% |
| 7D | +0.8% | +9.2% | -8.4% | -1.1% |
| 30D | -24.1% | +19.9% | -44.0% | -26.9% |
| 3M | -12.8% | +10.6% | -23.3% | -15.2% |
| 6M | -10.9% | +36.1% | -46.9% | -17.5% |
| YTD | -29.3% | +84.3% | -113.6% | -39.0% |
| 1Y | -26.9% | +87.6% | -114.5% | -37.3% |
| 3Y | +38.8% | +353.9% | -315.1% | -2.4% |
| All | +14.5% | +309.7% | -295.2% | -47.6% |
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