+259.1%
NGVC vs SPY
+315.0%
-55.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +0.3% |
| 7D | -0.9% | +0.1% | -0.9% | -0.9% |
| 30D | -1.9% | -3.3% | +1.4% | 0.0% |
| 3M | +3.1% | -2.4% | +5.5% | +4.4% |
| 6M | +11.4% | +2.6% | +8.9% | +8.8% |
| YTD | +18.1% | +11.2% | +6.9% | +9.0% |
| 1Y | -5.6% | +13.4% | -19.0% | -14.1% |
| 3Y | +159.4% | +79.9% | +79.5% | +73.6% |
| 5Y | +170.0% | +72.2% | +97.8% | +83.5% |
| 10Y | +259.1% | +307.3% | -48.2% | +26.2% |
| All | +259.1% | +315.0% | -55.9% | +26.2% |
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