+389.1%
NUE vs ROIV
+276.5%
+112.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.2% | -2.3% | -3.4% |
| 7D | +2.8% | +1.7% | +1.1% | +2.6% |
| 30D | -2.1% | +17.6% | -19.7% | -3.6% |
| 3M | -7.3% | +9.0% | -16.3% | -8.3% |
| 6M | +8.9% | +35.3% | -26.4% | +5.2% |
| YTD | +55.6% | +82.2% | -26.6% | +45.8% |
| 1Y | +74.7% | +92.3% | -17.6% | +62.8% |
| 3Y | +71.7% | +336.8% | -265.1% | +48.3% |
| 5Y | +141.2% | +370.6% | -229.4% | +92.4% |
| All | +389.1% | +276.5% | +112.6% | +299.8% |
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