+336.8%
ROIV vs NWSA
+32.6%
+304.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.8% | -1.6% |
| 7D | +1.7% | +2.2% | -0.5% | +1.3% |
| 30D | +17.6% | -8.8% | +26.3% | +19.5% |
| 3M | +9.0% | -6.5% | +15.5% | +10.2% |
| 6M | +35.3% | +1.5% | +33.8% | +34.0% |
| YTD | +82.2% | +4.0% | +78.1% | +80.0% |
| 1Y | +92.3% | +3.4% | +88.8% | +90.2% |
| 3Y | +336.8% | +34.8% | +301.9% | +250.6% |
| All | +336.8% | +32.6% | +304.2% | +250.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling