+34.9%
NGVT vs SPY
+312.9%
-278.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -6.0% |
| 7D | -19.1% | -2.7% | -16.4% | -15.7% |
| 30D | -15.2% | -5.4% | -9.8% | -8.4% |
| 3M | -22.3% | -4.1% | -18.2% | -17.5% |
| 6M | -22.8% | +0.7% | -23.5% | -23.3% |
| YTD | +1.6% | +8.7% | -7.1% | -8.7% |
| 1Y | +30.1% | +10.9% | +19.3% | +13.9% |
| 3Y | +50.1% | +75.0% | -24.9% | -25.6% |
| 5Y | -26.8% | +67.8% | -94.6% | -61.8% |
| All | +34.9% | +312.9% | -278.0% | -77.4% |
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