+317.0%
NVR vs SPY
+315.0%
+2.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.7% | -1.6% |
| 7D | +1.2% | +0.1% | +1.1% | +0.9% |
| 30D | +7.4% | -3.3% | +10.8% | +10.5% |
| 3M | -0.8% | -2.4% | +1.6% | +1.1% |
| 6M | +6.1% | +2.6% | +3.5% | +3.0% |
| YTD | -13.1% | +11.2% | -24.3% | -22.1% |
| 1Y | -12.6% | +13.4% | -26.0% | -23.1% |
| 3Y | +8.6% | +79.9% | -71.3% | -41.0% |
| 5Y | +21.9% | +72.2% | -50.3% | -30.7% |
| 10Y | +317.0% | +307.3% | +9.7% | +5.2% |
| All | +317.0% | +315.0% | +2.0% | +5.2% |
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 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