+302.0%
ROIV vs NWSA
+70.5%
+231.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +22.3% | -3.1% | +25.4% | +23.2% |
| 30D | +16.9% | +4.3% | +12.6% | +15.5% |
| 3M | +43.9% | +9.2% | +34.7% | +40.0% |
| 6M | +41.6% | +21.6% | +20.0% | +33.2% |
| YTD | +92.7% | +14.2% | +78.5% | +84.0% |
| 1Y | +210.2% | +1.8% | +208.4% | +206.7% |
| 3Y | +231.8% | +44.4% | +187.4% | +191.4% |
| 5Y | +319.8% | +41.0% | +278.8% | +254.9% |
| All | +302.0% | +70.5% | +231.5% | +246.2% |
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