-48.8%
NVD vs ROIV
+22.8%
-71.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -0.5% |
| 7D | -11.1% | +0.6% | -11.7% | -10.8% |
| 30D | -13.3% | +1.0% | -14.2% | -12.6% |
| 3M | -19.8% | +18.3% | -38.1% | -11.7% |
| 6M | -48.8% | +18.3% | -67.1% | -45.1% |
| All | -48.8% | +22.8% | -71.6% | -45.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling