+105.1%
NVRI vs SPY
+307.0%
-201.9%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.6% |
| 7D | +5.8% | +2.6% | +3.2% | +1.7% |
| 30D | +29.5% | -2.0% | +31.5% | +32.4% |
| 3M | +25.7% | -2.8% | +28.5% | +30.3% |
| 6M | +29.5% | +2.1% | +27.4% | +23.7% |
| YTD | +40.8% | +11.5% | +29.3% | +16.1% |
| 1Y | +92.0% | +13.5% | +78.5% | +54.2% |
| 3Y | +341.9% | +77.7% | +264.2% | +81.4% |
| 5Y | +67.4% | +72.6% | -5.2% | -27.7% |
| All | +105.1% | +307.0% | -201.9% | -79.2% |
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