+2,494.8%
NVDL vs REPL
-49.4%
+2,544.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -8.4% | +3.7% | -4.5% |
| 7D | -8.7% | -13.4% | +4.7% | -8.4% |
| 30D | -1.3% | -3.0% | +1.7% | -1.3% |
| 3M | +11.4% | +56.3% | -45.0% | +8.7% |
| 6M | +22.9% | +60.9% | -38.0% | +17.3% |
| YTD | +15.4% | +36.2% | -20.8% | +10.4% |
| 1Y | +18.8% | +121.0% | -102.3% | +12.1% |
| 3Y | +641.4% | -32.8% | +674.2% | +604.7% |
| All | +2,494.8% | -49.4% | +2,544.2% | +2,423.6% |
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