+647.9%
NVT vs REPL
-6.0%
+653.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | +5.1% | -3.0% | +8.1% | +5.2% |
| 30D | -3.7% | +27.1% | -30.8% | -5.1% |
| 3M | -10.1% | +52.4% | -62.5% | -14.1% |
| 6M | +37.5% | +107.4% | -70.0% | +23.5% |
| YTD | +53.7% | +54.7% | -1.0% | +40.1% |
| 1Y | +70.9% | +158.9% | -88.0% | +45.9% |
| 3Y | +180.4% | -23.7% | +204.1% | +130.9% |
| 5Y | +393.5% | -54.3% | +447.8% | +317.8% |
| All | +647.9% | -6.0% | +653.9% | +426.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling