+231.0%
NGVC vs SPY
+313.2%
-82.2%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -12.1% | +0.1% | -12.2% | -12.2% |
| 3M | -3.5% | +2.0% | -5.5% | -5.2% |
| 6M | +6.8% | +13.0% | -6.2% | -2.1% |
| YTD | +13.3% | +13.5% | -0.2% | +3.5% |
| 1Y | -27.3% | +20.0% | -47.3% | -35.9% |
| 3Y | +151.2% | +77.2% | +74.0% | +70.4% |
| 5Y | +178.8% | +81.9% | +96.9% | +83.4% |
| All | +231.0% | +313.2% | -82.2% | +26.7% |
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