-99.2%
NVD vs REPL
-25.1%
-74.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +3.8% |
| 7D | -7.7% | -5.7% | -1.9% | -7.8% |
| 30D | -5.8% | +22.5% | -28.3% | -5.3% |
| 3M | -23.2% | +64.7% | -87.9% | -21.0% |
| 6M | -49.7% | +83.0% | -132.8% | -46.9% |
| YTD | -47.7% | +52.0% | -99.6% | -44.9% |
| 1Y | -61.3% | +144.5% | -205.9% | -58.8% |
| 3Y | -99.2% | -25.1% | -74.1% | -99.1% |
| All | -99.2% | -25.1% | -74.0% | -99.2% |
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