-21.1%
NGVT vs SPY
+71.5%
-92.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +0.9% |
| 7D | -15.3% | +0.1% | -15.4% | -14.9% |
| 30D | -10.6% | -3.3% | -7.2% | -6.3% |
| 3M | -19.8% | -2.4% | -17.4% | -17.0% |
| 6M | -17.5% | +2.6% | -20.1% | -19.7% |
| YTD | +5.4% | +11.2% | -5.8% | -7.2% |
| 1Y | +28.9% | +13.4% | +15.5% | +10.9% |
| 3Y | +66.8% | +79.9% | -13.1% | -12.9% |
| 5Y | -21.1% | +72.2% | -93.3% | -58.2% |
| All | -21.1% | +71.5% | -92.6% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling