+95.4%
NTR vs REPL
-19.2%
+114.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | -1.3% | -14.1% | +12.8% | -1.1% |
| 30D | +16.8% | -15.2% | +32.0% | +17.1% |
| 3M | +20.7% | +49.9% | -29.1% | +19.1% |
| 6M | +0.5% | +63.5% | -63.0% | -3.0% |
| YTD | +29.2% | +32.9% | -3.7% | +25.2% |
| 1Y | +39.6% | +115.0% | -75.4% | +31.1% |
| 3Y | +37.9% | -34.7% | +72.6% | +26.3% |
| 5Y | +47.1% | -59.7% | +106.7% | +36.6% |
| All | +95.4% | -19.2% | +114.6% | +45.8% |
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