+28.9%
NGVT vs SPY
+304.1%
-275.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.1% |
| 7D | -17.5% | -0.6% | -16.9% | -16.3% |
| 30D | -12.9% | -3.7% | -9.2% | -8.0% |
| 3M | -21.1% | -2.7% | -18.4% | -17.7% |
| 6M | -19.6% | +2.2% | -21.8% | -21.7% |
| YTD | +2.7% | +10.8% | -8.1% | -10.1% |
| 1Y | +21.9% | +11.2% | +10.7% | +6.2% |
| 3Y | +60.2% | +76.5% | -16.2% | -21.4% |
| 5Y | -24.8% | +72.9% | -97.7% | -62.2% |
| 10Y | +28.9% | +304.8% | -276.0% | -77.2% |
| All | +28.9% | +304.1% | -275.3% | -77.2% |
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