+235.9%
ROIV vs NWSA
+74.4%
+161.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.0% |
| 7D | +0.6% | -1.9% | +2.5% | +1.1% |
| 30D | +1.0% | +4.6% | -3.6% | -0.3% |
| 3M | +18.3% | +13.2% | +5.1% | +14.1% |
| 6M | +18.3% | +27.0% | -8.7% | +10.1% |
| YTD | +61.0% | +16.8% | +44.1% | +53.0% |
| 1Y | +177.9% | +4.5% | +173.4% | +173.0% |
| 3Y | +199.1% | +46.2% | +152.8% | +162.2% |
| 5Y | +250.7% | +40.9% | +209.8% | +195.0% |
| All | +235.9% | +74.4% | +161.5% | +187.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling