+292.5%
ROIV vs NTR
+88.1%
+204.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +16.9% | -1.3% | +18.1% | +17.1% |
| 30D | +12.9% | +16.8% | -3.9% | +10.8% |
| 3M | +37.3% | +20.7% | +16.6% | +34.0% |
| 6M | +38.0% | +0.5% | +37.5% | +37.5% |
| YTD | +88.1% | +29.2% | +58.9% | +80.2% |
| 1Y | +183.3% | +39.6% | +143.7% | +167.8% |
| 3Y | +254.6% | +37.9% | +216.8% | +232.5% |
| 5Y | +309.8% | +47.1% | +262.8% | +312.2% |
| All | +292.5% | +88.1% | +204.4% | +293.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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