+284.5%
ROIV vs NWSA
+51.3%
+233.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.1% | -2.4% | -3.9% |
| 7D | +9.2% | -0.8% | +10.0% | +9.5% |
| 30D | +19.9% | -11.3% | +31.2% | +23.4% |
| 3M | +10.6% | -8.1% | +18.7% | +12.7% |
| 6M | +36.1% | -0.7% | +36.8% | +35.0% |
| YTD | +84.3% | +1.3% | +83.0% | +81.1% |
| 1Y | +87.6% | -1.3% | +88.9% | +85.8% |
| 3Y | +353.9% | +28.4% | +325.5% | +310.2% |
| 5Y | +376.1% | +15.3% | +360.8% | +313.6% |
| All | +284.5% | +51.3% | +233.3% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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