+109.5%
NI vs REPL
-9.7%
+119.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.6% | -0.5% |
| 7D | +1.3% | -9.6% | +10.8% | +1.5% |
| 30D | -0.3% | +5.7% | -6.0% | -0.4% |
| 3M | -9.5% | +56.4% | -65.8% | -11.2% |
| 6M | -10.2% | +67.4% | -77.7% | -14.3% |
| YTD | +1.8% | +48.7% | -46.9% | -2.7% |
| 1Y | +5.7% | +148.3% | -142.6% | -2.3% |
| 3Y | +69.6% | -26.7% | +96.3% | +53.5% |
| 5Y | +95.8% | -54.1% | +149.9% | +79.0% |
| All | +109.5% | -9.7% | +119.2% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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