-9.4%
NVTS vs REPL
-51.4%
+42.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.2% | -3.2% |
| 7D | +3.5% | -9.6% | +13.1% | +4.3% |
| 30D | -11.9% | +5.7% | -17.6% | -12.5% |
| 3M | -49.2% | +56.4% | -105.6% | -53.0% |
| 6M | +38.4% | +67.4% | -29.0% | +15.9% |
| YTD | +62.5% | +48.7% | +13.8% | +37.0% |
| 1Y | +101.4% | +148.3% | -46.9% | +51.2% |
| 3Y | +40.4% | -26.7% | +67.1% | +1.0% |
| All | -9.4% | -51.4% | +42.1% | -39.2% |
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