+561.0%
NECB vs SPY
+318.9%
+242.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +0.2% | -2.0% | +2.2% | +1.1% |
| 30D | +0.6% | -1.7% | +2.2% | +1.3% |
| 3M | +6.1% | +4.7% | +1.4% | +3.8% |
| 6M | +18.8% | +12.5% | +6.3% | +12.5% |
| YTD | +22.4% | +11.7% | +10.6% | +16.2% |
| 1Y | +30.8% | +17.5% | +13.3% | +21.4% |
| 3Y | +88.2% | +76.6% | +11.6% | +48.8% |
| 5Y | +195.8% | +82.0% | +113.7% | +128.9% |
| All | +561.0% | +318.9% | +242.2% | +296.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling