-98.8%
NVD vs ROIV
+270.1%
-368.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +4.6% | +4.1% | +10.6% |
| 7D | +23.8% | +13.3% | +10.5% | +30.6% |
| 30D | +57.0% | +14.8% | +42.2% | +66.9% |
| 3M | +41.6% | +11.9% | +29.6% | +50.1% |
| 6M | +17.6% | +42.4% | -24.8% | +40.5% |
| YTD | -21.4% | +87.4% | -108.8% | +9.8% |
| 1Y | -23.3% | +97.2% | -120.5% | +9.8% |
| 3Y | -98.7% | +375.7% | -474.3% | -97.2% |
| All | -98.8% | +270.1% | -368.8% | -97.4% |
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