-98.7%
NVD vs ROIV
+280.8%
-379.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -5.1% |
| 7D | +27.3% | +9.5% | +17.9% | +32.6% |
| 30D | +59.9% | +21.0% | +39.0% | +73.6% |
| 3M | +39.4% | +18.7% | +20.7% | +51.5% |
| 6M | +27.6% | +44.5% | -16.9% | +53.3% |
| YTD | -17.9% | +92.9% | -110.8% | +16.0% |
| 1Y | -14.5% | +100.2% | -114.7% | +22.8% |
| 3Y | -98.6% | +375.0% | -473.6% | -96.9% |
| All | -98.7% | +280.8% | -379.5% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling