+424.4%
NVT vs ROIV
+280.9%
+143.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.4% | -0.6% |
| 7D | +17.4% | +9.2% | +8.2% | +16.3% |
| 30D | -28.4% | +19.9% | -48.3% | -29.8% |
| 3M | -32.4% | +10.6% | -43.0% | -33.3% |
| 6M | -32.2% | +36.1% | -68.2% | -34.5% |
| YTD | +14.0% | +84.3% | -70.3% | +6.5% |
| 1Y | +4.3% | +87.6% | -83.3% | -2.8% |
| 3Y | +131.7% | +353.9% | -222.2% | +99.1% |
| 5Y | +232.4% | +376.1% | -143.7% | +164.7% |
| All | +424.4% | +280.9% | +143.5% | +318.5% |
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