-55.6%
NVTS vs REPL
-35.0%
-20.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.3% |
| 7D | +3.9% | +1.2% | +2.7% | +3.8% |
| 30D | -4.3% | +92.2% | -96.5% | -9.8% |
| 3M | -34.5% | +44.1% | -78.6% | -36.8% |
| 6M | -57.7% | +313.0% | -370.7% | -65.3% |
| YTD | +25.4% | +125.2% | -99.9% | +1.8% |
| 1Y | +13.1% | +143.8% | -130.6% | -9.0% |
| 3Y | +48.9% | +104.2% | -55.3% | -16.4% |
| All | -55.6% | -35.0% | -20.6% | -71.2% |
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 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