-26.7%
NVTS vs REPL
-21.7%
-5.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.6% | -6.7% | -2.5% |
| 7D | +9.6% | +12.7% | -3.2% | +8.5% |
| 30D | -13.0% | +73.5% | -86.5% | -17.2% |
| 3M | -28.8% | +70.3% | -99.1% | -32.3% |
| 6M | -48.5% | +472.0% | -520.5% | -59.4% |
| YTD | +31.4% | +139.5% | -108.1% | +6.0% |
| 1Y | -2.3% | +167.3% | -169.6% | -22.3% |
| 3Y | +49.8% | +109.5% | -59.7% | -15.6% |
| 5Y | -43.2% | -29.9% | -13.3% | -61.1% |
| All | -26.7% | -21.7% | -5.0% | -53.0% |
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