-98.5%
NVD vs REPL
+100.5%
-199.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.6% | +6.3% | +11.0% |
| 7D | +43.9% | +12.7% | +31.1% | +44.4% |
| 30D | +74.0% | +73.5% | +0.5% | +76.9% |
| 3M | +48.3% | +70.3% | -22.0% | +50.9% |
| 6M | +30.3% | +472.0% | -441.7% | +39.7% |
| YTD | -12.9% | +139.5% | -152.4% | -6.7% |
| 1Y | -4.0% | +167.3% | -171.3% | +3.1% |
| 3Y | -98.5% | +109.5% | -208.0% | -98.3% |
| All | -98.5% | +100.5% | -199.0% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling