+29.6%
NGVT vs SPY
+311.8%
-282.1%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.3% | +2.7% | +2.3% |
| 7D | -14.2% | -0.9% | -13.3% | -12.6% |
| 30D | -8.4% | -2.4% | -6.1% | -5.0% |
| 3M | -18.7% | -1.2% | -17.6% | -17.0% |
| 6M | -15.0% | +3.3% | -18.3% | -18.3% |
| YTD | +6.9% | +12.3% | -5.4% | -8.0% |
| 1Y | +27.7% | +12.4% | +15.2% | +9.7% |
| 3Y | +66.7% | +78.8% | -12.1% | -19.6% |
| 5Y | -22.7% | +75.2% | -97.9% | -61.8% |
| 10Y | +29.6% | +311.1% | -281.5% | -77.9% |
| All | +29.6% | +311.8% | -282.1% | -77.9% |
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