+420.7%
NVT vs ROIV
+276.5%
+144.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.6% |
| 7D | +8.0% | +1.7% | +6.3% | +7.8% |
| 30D | -24.8% | +17.6% | -42.4% | -26.1% |
| 3M | -32.4% | +9.0% | -41.4% | -33.2% |
| 6M | -33.5% | +35.3% | -68.8% | -35.7% |
| YTD | +13.2% | +82.2% | -69.0% | +5.9% |
| 1Y | +9.0% | +92.3% | -83.3% | +1.3% |
| 3Y | +129.4% | +336.8% | -207.4% | +97.6% |
| 5Y | +230.1% | +370.6% | -140.5% | +163.2% |
| All | +420.7% | +276.5% | +144.2% | +316.1% |
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 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