+636.0%
NVT vs ROIV
+288.8%
+347.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.3% | +4.9% | +4.7% |
| 7D | +4.1% | +16.9% | -12.8% | +2.2% |
| 30D | -5.1% | +12.9% | -18.0% | -6.5% |
| 3M | -1.2% | +37.3% | -38.5% | -4.5% |
| 6M | +46.6% | +38.0% | +8.6% | +41.3% |
| YTD | +60.0% | +88.1% | -28.1% | +49.3% |
| 1Y | +70.8% | +183.3% | -112.5% | +52.9% |
| 3Y | +187.5% | +254.6% | -67.1% | +149.8% |
| 5Y | +426.1% | +309.8% | +116.3% | +323.1% |
| All | +636.0% | +288.8% | +347.3% | +486.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling