+55.4%
NVO vs ROIV
+232.7%
-177.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | +2.2% | +0.6% | +1.5% | +2.1% |
| 30D | +6.0% | +1.0% | +5.0% | +5.9% |
| 3M | +7.9% | +18.3% | -10.4% | +6.2% |
| 6M | +27.1% | +18.3% | +8.8% | +25.0% |
| YTD | -3.8% | +61.0% | -64.8% | -7.7% |
| 1Y | -12.8% | +177.9% | -190.7% | -19.3% |
| 3Y | -46.3% | +199.1% | -245.4% | -50.9% |
| 5Y | +3.6% | +250.7% | -247.1% | -13.7% |
| All | +55.4% | +232.7% | -177.3% | +29.8% |
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