+328.9%
NCV vs SPY
+1,272.0%
-943.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | 0.0% |
| 7D | -0.4% | +0.5% | -0.9% | -0.9% |
| 30D | -3.7% | -0.9% | -2.8% | -2.9% |
| 3M | -1.3% | +3.9% | -5.2% | -4.8% |
| 6M | +12.7% | +14.5% | -1.8% | -0.6% |
| YTD | +16.1% | +12.9% | +3.2% | +3.7% |
| 1Y | +21.9% | +19.4% | +2.6% | +3.4% |
| 3Y | +78.3% | +78.5% | -0.2% | +3.1% |
| 5Y | +17.8% | +81.8% | -63.9% | -33.4% |
| 10Y | +87.6% | +311.5% | -223.9% | -51.0% |
| All | +328.9% | +1,272.0% | -943.1% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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