+97.2%
NI vs REPL
-59.3%
+156.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | 0.0% |
| 7D | 0.0% | -14.1% | +14.1% | +0.2% |
| 30D | -1.4% | -15.2% | +13.8% | -1.2% |
| 3M | -10.6% | +49.9% | -60.5% | -11.3% |
| 6M | -9.3% | +63.5% | -72.9% | -11.3% |
| YTD | +1.1% | +32.9% | -31.8% | -0.8% |
| 1Y | +3.4% | +115.0% | -111.6% | -0.4% |
| 3Y | +67.9% | -34.7% | +102.6% | +60.0% |
| All | +97.2% | -59.3% | +156.4% | +85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling