+64.5%
NVT vs REPL
+126.3%
-61.9%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.4% | +6.2% | -2.0% |
| 7D | +2.0% | -13.4% | +15.4% | +2.3% |
| 30D | -7.2% | -3.0% | -4.2% | -7.2% |
| 3M | -0.9% | +56.3% | -57.2% | -2.7% |
| 6M | +42.6% | +60.9% | -18.3% | +40.4% |
| YTD | +52.9% | +36.2% | +16.7% | +50.4% |
| 1Y | +64.5% | +121.0% | -56.6% | +61.9% |
| All | +64.5% | +126.3% | -61.9% | +61.9% |
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