+539.6%
NVA vs SPY
+42.5%
+497.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | +0.2% | -0.8% | +0.9% | +0.9% |
| 30D | +12.0% | -1.1% | +13.1% | +13.2% |
| 3M | -12.5% | +3.9% | -16.4% | -15.1% |
| 6M | -10.8% | +13.6% | -24.4% | -19.3% |
| YTD | +0.6% | +12.7% | -12.1% | -8.2% |
| 1Y | +156.3% | +17.5% | +138.8% | +129.5% |
| All | +539.6% | +42.5% | +497.0% | +437.8% |
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