+43.0%
NVTS vs REPL
-25.2%
+68.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.6% | +7.9% | +6.4% |
| 7D | +2.7% | -3.0% | +5.7% | +2.9% |
| 30D | -4.5% | +27.1% | -31.6% | -6.0% |
| 3M | -61.5% | +52.4% | -113.9% | -63.3% |
| 6M | +28.0% | +107.4% | -79.5% | +12.0% |
| YTD | +65.3% | +54.7% | +10.5% | +48.0% |
| 1Y | +113.0% | +158.9% | -45.9% | +76.7% |
| All | +43.0% | -25.2% | +68.3% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling