+146.2%
NUE vs ROIV
+316.9%
-170.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +18.8% | -20.5% | -3.5% |
| 7D | +1.8% | +20.2% | -18.4% | -0.1% |
| 30D | -6.0% | +14.1% | -20.1% | -7.3% |
| 3M | +1.4% | +45.6% | -44.2% | -2.4% |
| 6M | +52.8% | +44.1% | +8.7% | +46.9% |
| YTD | +58.1% | +91.2% | -33.0% | +47.6% |
| 1Y | +80.4% | +221.3% | -140.9% | +60.4% |
| 3Y | +62.3% | +229.2% | -166.9% | +42.4% |
| 5Y | +146.2% | +316.5% | -170.3% | +91.0% |
| All | +146.2% | +316.9% | -170.7% | +91.0% |
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 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