+136.4%
NUE vs ROIV
+433.0%
-296.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +1.3% |
| 7D | -10.2% | +13.3% | -23.6% | -11.3% |
| 30D | -0.4% | +14.8% | -15.2% | -1.8% |
| 3M | -8.4% | +11.9% | -20.3% | -9.6% |
| 6M | +10.1% | +42.4% | -32.3% | +5.7% |
| YTD | +54.1% | +87.4% | -33.4% | +43.4% |
| 1Y | +74.7% | +97.2% | -22.5% | +61.8% |
| 3Y | +72.0% | +375.7% | -303.7% | +46.3% |
| 5Y | +136.4% | +379.0% | -242.7% | +80.7% |
| All | +136.4% | +433.0% | -296.7% | +80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling