+643.8%
NVT vs REPL
-17.3%
+661.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.4% | +6.2% | -1.7% |
| 7D | +2.0% | -13.4% | +15.4% | +2.8% |
| 30D | -7.2% | -3.0% | -4.2% | -7.1% |
| 3M | -0.9% | +56.3% | -57.2% | -5.4% |
| 6M | +42.6% | +60.9% | -18.3% | +30.0% |
| YTD | +52.9% | +36.2% | +16.7% | +40.2% |
| 1Y | +64.5% | +121.0% | -56.6% | +41.7% |
| 3Y | +178.0% | -32.8% | +210.8% | +130.4% |
| 5Y | +402.8% | -58.7% | +461.4% | +326.8% |
| All | +643.8% | -17.3% | +661.0% | +426.5% |
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