+227.1%
NVT vs REPL
-35.0%
+262.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +8.0% | +1.2% | +6.7% | +7.9% |
| 30D | -24.8% | +92.2% | -117.0% | -26.3% |
| 3M | -32.4% | +44.1% | -76.5% | -33.3% |
| 6M | -33.5% | +313.0% | -346.5% | -37.3% |
| YTD | +13.2% | +125.2% | -112.0% | +6.6% |
| 1Y | +9.0% | +143.8% | -134.8% | +2.4% |
| 3Y | +129.4% | +104.2% | +25.2% | +96.8% |
| All | +227.1% | -35.0% | +262.1% | +210.7% |
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