+78.8%
NTR vs REPL
+36.8%
+42.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +1.2% | -1.6% | -0.4% |
| 30D | +2.0% | +92.2% | -90.2% | +0.9% |
| 3M | +6.4% | +44.1% | -37.7% | +5.7% |
| 6M | +1.6% | +313.0% | -311.4% | -2.3% |
| YTD | +18.2% | +125.2% | -107.0% | +13.6% |
| 1Y | +23.9% | +143.8% | -119.8% | +18.7% |
| 3Y | +44.7% | +104.2% | -59.5% | +25.9% |
| 5Y | +21.3% | -34.5% | +55.9% | +12.2% |
| All | +78.8% | +36.8% | +42.0% | +32.2% |
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