-54.2%
NVD vs REPL
+119.0%
-173.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.2% |
| 7D | +10.8% | -14.1% | +24.9% | +10.6% |
| 30D | +0.8% | -15.2% | +16.0% | +0.5% |
| 3M | -20.8% | +49.9% | -70.7% | -19.2% |
| 6M | -41.2% | +63.5% | -104.7% | -38.9% |
| YTD | -44.2% | +32.9% | -77.1% | -41.8% |
| 1Y | -54.2% | +115.0% | -169.1% | -53.1% |
| All | -54.2% | +119.0% | -173.1% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling