+251.5%
NGVC vs SPY
+308.5%
-57.0%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -0.2% | +3.3% | -3.5% | -2.2% |
| 30D | -3.5% | -2.7% | -0.9% | -2.1% |
| 3M | +7.0% | -1.7% | +8.7% | +7.8% |
| 6M | +9.1% | +3.1% | +6.1% | +6.2% |
| YTD | +18.4% | +11.9% | +6.5% | +8.8% |
| 1Y | -8.7% | +12.0% | -20.7% | -16.2% |
| 3Y | +161.4% | +78.2% | +83.3% | +76.1% |
| 5Y | +163.9% | +73.2% | +90.6% | +78.6% |
| All | +251.5% | +308.5% | -57.0% | +18.5% |
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