+302.4%
ROIV vs NVMI
+392.2%
-89.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.6% | -3.0% | +0.6% |
| 7D | +9.5% | +15.3% | -5.9% | +5.9% |
| 30D | +21.0% | +0.1% | +20.9% | +20.6% |
| 3M | +18.7% | -14.0% | +32.7% | +22.0% |
| 6M | +44.5% | -35.2% | +79.8% | +55.5% |
| YTD | +92.9% | +3.7% | +89.1% | +85.0% |
| 1Y | +100.2% | +10.3% | +90.0% | +88.7% |
| 3Y | +375.0% | +204.8% | +170.2% | +214.9% |
| 5Y | +435.2% | +158.9% | +276.3% | +255.1% |
| All | +302.4% | +392.2% | -89.8% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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