+133.0%
NGVC vs SPY
+598.0%
-465.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.4% | +3.3% | +1.7% |
| 7D | +2.7% | -4.7% | +7.5% | +5.9% |
| 30D | -1.9% | -5.9% | +4.0% | +1.8% |
| 3M | -7.9% | -4.5% | -3.4% | -5.5% |
| 6M | +2.9% | +1.8% | +1.1% | +0.6% |
| YTD | +18.7% | +8.3% | +10.4% | +11.0% |
| 1Y | -7.8% | +9.3% | -17.1% | -14.4% |
| 3Y | +149.1% | +74.9% | +74.3% | +66.8% |
| 5Y | +168.4% | +67.3% | +101.1% | +83.1% |
| 10Y | +259.3% | +311.6% | -52.2% | +22.8% |
| All | +133.0% | +598.0% | -465.1% | -60.5% |
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 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