+177.4%
NXT vs ROIV
+350.1%
-172.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.9% |
| 7D | -1.1% | +0.6% | -1.7% | -1.2% |
| 30D | -15.3% | +1.0% | -16.3% | -15.5% |
| 3M | -43.8% | +18.3% | -62.1% | -45.2% |
| 6M | -18.7% | +18.3% | -37.0% | -20.9% |
| YTD | -3.0% | +61.0% | -64.0% | -10.2% |
| 1Y | +22.7% | +177.9% | -155.2% | +5.7% |
| 3Y | +95.9% | +199.1% | -103.1% | +64.2% |
| All | +177.4% | +350.1% | -172.7% | +125.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling