-98.7%
NVD vs REPL
+10.4%
-109.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.4% | +0.7% | -5.9% |
| 7D | +27.3% | +5.3% | +22.1% | +27.5% |
| 30D | +59.9% | +66.6% | -6.7% | +62.3% |
| 3M | +39.4% | +59.6% | -20.1% | +41.5% |
| 6M | +27.6% | +482.4% | -454.7% | +36.4% |
| YTD | -17.9% | +124.1% | -142.0% | -12.5% |
| 1Y | -14.5% | +138.6% | -153.0% | -8.6% |
| 3Y | -98.6% | +96.0% | -194.6% | -98.4% |
| All | -98.7% | +10.4% | -109.1% | -98.7% |
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