+133.1%
NI vs REPL
+36.8%
+96.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | +4.3% | +1.2% | +3.1% | +4.3% |
| 30D | +12.4% | +92.2% | -79.8% | +10.7% |
| 3M | +10.2% | +44.1% | -33.9% | +9.1% |
| 6M | -0.8% | +313.0% | -313.8% | -5.8% |
| YTD | +13.2% | +125.2% | -112.0% | +7.2% |
| 1Y | +10.1% | +143.8% | -133.7% | +3.9% |
| 3Y | +103.1% | +104.2% | -1.1% | +75.3% |
| 5Y | +115.5% | -34.5% | +150.1% | +96.1% |
| All | +133.1% | +36.8% | +96.3% | +80.9% |
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