+122.4%
NGVC vs SPY
+631.6%
-509.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.8% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -12.1% | +0.1% | -12.2% | -12.2% |
| 3M | -3.5% | +2.0% | -5.5% | -5.3% |
| 6M | +6.8% | +13.0% | -6.2% | -2.5% |
| YTD | +13.3% | +13.5% | -0.2% | +3.0% |
| 1Y | -27.3% | +20.0% | -47.3% | -36.3% |
| 3Y | +151.2% | +77.2% | +74.0% | +67.3% |
| 5Y | +178.8% | +81.9% | +96.9% | +80.2% |
| 10Y | +228.0% | +314.1% | -86.1% | +12.6% |
| All | +122.4% | +631.6% | -509.3% | -63.3% |
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