+319.8%
ROIV vs NTR
+55.5%
+264.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | +22.3% | +0.5% | +21.8% | +22.3% |
| 30D | +16.9% | +21.7% | -4.9% | +13.8% |
| 3M | +43.9% | +22.8% | +21.2% | +39.8% |
| 6M | +41.6% | +8.2% | +33.4% | +39.5% |
| YTD | +92.7% | +32.9% | +59.7% | +83.0% |
| 1Y | +210.2% | +45.3% | +164.8% | +189.8% |
| 3Y | +231.8% | +41.7% | +190.2% | +208.0% |
| 5Y | +319.8% | +49.8% | +270.0% | +341.8% |
| All | +319.8% | +55.5% | +264.2% | +341.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling