+238.3%
NVT vs ROIV
+421.8%
-183.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.6% |
| 7D | +3.5% | +9.5% | -6.0% | +2.5% |
| 30D | -28.2% | +21.0% | -49.2% | -29.8% |
| 3M | -30.1% | +18.7% | -48.8% | -31.6% |
| 6M | -32.5% | +44.5% | -77.0% | -35.5% |
| YTD | +15.2% | +92.9% | -77.7% | +6.5% |
| 1Y | +7.2% | +100.2% | -93.0% | -1.4% |
| 3Y | +134.2% | +375.0% | -240.8% | +97.7% |
| 5Y | +238.3% | +435.2% | -196.8% | +157.4% |
| All | +238.3% | +421.8% | -183.5% | +157.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling