+235.9%
ROIV vs NTR
+90.5%
+145.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.7% |
| 7D | +0.6% | +8.1% | -7.5% | -0.3% |
| 30D | +1.0% | +18.8% | -17.8% | -1.2% |
| 3M | +18.3% | +16.2% | +2.1% | +16.0% |
| 6M | +18.3% | +9.8% | +8.6% | +16.3% |
| YTD | +61.0% | +30.9% | +30.1% | +53.9% |
| 1Y | +177.9% | +41.8% | +136.1% | +162.1% |
| 3Y | +199.1% | +35.8% | +163.3% | +180.8% |
| 5Y | +250.7% | +51.0% | +199.7% | +251.9% |
| All | +235.9% | +90.5% | +145.3% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling