-99.2%
NVD vs ROIV
+277.4%
-376.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +18.8% | -14.9% | +11.6% |
| 7D | -7.7% | +20.2% | -27.8% | -0.3% |
| 30D | -5.8% | +14.1% | -19.9% | 0.0% |
| 3M | -23.2% | +45.6% | -68.8% | -8.6% |
| 6M | -49.7% | +44.1% | -93.9% | -39.5% |
| YTD | -47.7% | +91.2% | -138.8% | -26.8% |
| 1Y | -61.3% | +221.3% | -282.6% | -31.6% |
| 3Y | -99.2% | +229.2% | -328.4% | -98.3% |
| All | -99.2% | +277.4% | -376.6% | -98.3% |
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