+27.5%
NVRI vs SPY
+81.0%
-53.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.6% |
| 7D | -1.1% | -0.4% | -0.7% | -0.5% |
| 30D | +3.1% | -1.4% | +4.5% | +5.2% |
| 3M | +6.7% | +3.7% | +3.0% | +1.0% |
| 6M | +25.6% | +13.0% | +12.6% | +4.8% |
| YTD | +25.8% | +12.4% | +13.4% | +5.4% |
| 1Y | +92.9% | +18.5% | +74.4% | +49.7% |
| 3Y | +203.1% | +77.6% | +125.5% | +39.8% |
| 5Y | +27.5% | +81.7% | -54.2% | -44.5% |
| All | +27.5% | +81.0% | -53.5% | -44.5% |
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