+410.8%
NVT vs REPL
-53.9%
+464.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.4% |
| 7D | +7.0% | -9.6% | +16.6% | +7.3% |
| 30D | -2.3% | +5.7% | -8.0% | -2.6% |
| 3M | -3.1% | +56.4% | -59.5% | -5.8% |
| 6M | +47.0% | +67.4% | -20.4% | +39.9% |
| YTD | +56.2% | +48.7% | +7.5% | +48.9% |
| 1Y | +74.5% | +148.3% | -73.7% | +61.1% |
| 3Y | +184.0% | -26.7% | +210.7% | +164.4% |
| 5Y | +410.8% | -54.1% | +464.9% | +389.3% |
| All | +410.8% | -53.9% | +464.7% | +389.3% |
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