-2.9%
NVR vs SPY
+78.1%
-81.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.9% |
| 7D | -7.1% | +2.6% | -9.7% | -8.4% |
| 30D | +2.1% | -2.0% | +4.1% | +3.1% |
| 3M | -8.2% | -2.8% | -5.4% | -6.9% |
| 6M | +2.3% | +2.1% | +0.2% | +0.8% |
| YTD | -19.7% | +11.5% | -31.2% | -25.0% |
| 1Y | -19.3% | +13.5% | -32.8% | -25.4% |
| 3Y | -2.9% | +77.7% | -80.6% | -44.1% |
| All | -2.9% | +78.1% | -81.0% | -44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling