+411.6%
ROIV vs NWSA
+12.8%
+398.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.3% | +6.5% | +6.3% |
| 7D | +5.3% | -9.4% | +14.7% | +8.3% |
| 30D | +11.9% | -7.8% | +19.6% | +14.3% |
| 3M | +10.7% | -10.8% | +21.5% | +14.0% |
| 6M | +34.9% | +1.1% | +33.8% | +32.6% |
| YTD | +79.2% | +1.8% | +77.4% | +75.0% |
| 1Y | +89.0% | +6.0% | +83.0% | +81.1% |
| 3Y | +337.3% | +24.6% | +312.8% | +286.8% |
| All | +411.6% | +12.8% | +398.8% | +313.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling