+45.2%
NU vs ROIV
+328.4%
-283.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -2.9% | -2.3% |
| 7D | -2.6% | +22.3% | -24.9% | -7.0% |
| 30D | +8.2% | +16.9% | -8.6% | +4.2% |
| 3M | +26.3% | +43.9% | -17.7% | +16.0% |
| 6M | +2.2% | +41.6% | -39.3% | -5.9% |
| YTD | -10.4% | +92.7% | -103.1% | -23.2% |
| 1Y | -3.0% | +210.2% | -213.1% | -25.3% |
| 3Y | +120.3% | +231.8% | -111.6% | +63.0% |
| All | +45.2% | +328.4% | -283.2% | -34.0% |
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