+70.9%
NVT vs REPL
+161.1%
-90.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.6% |
| 7D | +5.1% | -3.0% | +8.1% | +5.1% |
| 30D | -3.7% | +27.1% | -30.8% | -4.2% |
| 3M | -10.1% | +52.4% | -62.5% | -12.1% |
| 6M | +37.5% | +107.4% | -70.0% | +35.2% |
| YTD | +53.7% | +54.7% | -1.0% | +50.9% |
| 1Y | +70.9% | +158.9% | -88.0% | +68.0% |
| All | +70.9% | +161.1% | -90.2% | +68.0% |
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