+47.6%
NTR vs REPL
-58.5%
+106.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -8.4% | +5.9% | -2.5% |
| 7D | -2.5% | -13.4% | +10.9% | -2.5% |
| 30D | +17.0% | -3.0% | +20.0% | +17.0% |
| 3M | +22.2% | +56.3% | -34.1% | +22.4% |
| 6M | +5.2% | +60.9% | -55.7% | +5.1% |
| YTD | +29.7% | +36.2% | -6.5% | +29.8% |
| 1Y | +39.4% | +121.0% | -81.6% | +37.8% |
| 3Y | +38.2% | -32.8% | +71.0% | +34.9% |
| 5Y | +47.6% | -58.7% | +106.3% | +48.9% |
| All | +47.6% | -58.5% | +106.1% | +48.9% |
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 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