+207.3%
NXT vs ROIV
+415.3%
-208.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -4.4% | -2.5% | -6.1% |
| 7D | -6.0% | +9.2% | -15.2% | -7.5% |
| 30D | +5.4% | +19.9% | -14.5% | +2.1% |
| 3M | -9.7% | +10.6% | -20.3% | -11.6% |
| 6M | -25.3% | +36.1% | -61.4% | -29.4% |
| YTD | +7.5% | +84.3% | -76.8% | -3.3% |
| 1Y | -3.0% | +87.6% | -90.6% | -13.0% |
| 3Y | +171.4% | +353.9% | -182.5% | +119.6% |
| All | +207.3% | +415.3% | -208.0% | +143.4% |
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