-99.2%
NVD vs REPL
-26.8%
-72.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.0% | +1.8% |
| 7D | +0.5% | -9.6% | +10.1% | +0.3% |
| 30D | -9.3% | +5.7% | -15.0% | -9.1% |
| 3M | -22.1% | +56.4% | -78.5% | -19.9% |
| 6M | -45.8% | +67.4% | -113.2% | -42.9% |
| YTD | -46.7% | +48.7% | -95.4% | -43.9% |
| 1Y | -59.5% | +148.3% | -207.7% | -56.7% |
| 3Y | -99.2% | -26.7% | -72.5% | -99.1% |
| All | -99.2% | -26.8% | -72.4% | -99.1% |
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