+25.6%
NGVT vs SPY
+307.0%
-281.4%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +2.7% | +2.6% | +0.1% | -0.7% |
| 30D | -12.0% | -2.0% | -10.0% | -9.1% |
| 3M | -18.1% | -2.8% | -15.3% | -14.5% |
| 6M | -13.4% | +2.1% | -15.5% | -15.5% |
| YTD | +4.3% | +11.5% | -7.2% | -9.3% |
| 1Y | +22.1% | +13.5% | +8.7% | +3.9% |
| 3Y | +64.3% | +77.7% | -13.4% | -20.1% |
| 5Y | -25.8% | +72.6% | -98.4% | -62.6% |
| All | +25.6% | +307.0% | -281.4% | -78.4% |
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