+394.7%
NVRI vs SPY
+3,056.6%
-2,661.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -2.4% |
| 7D | +22.1% | -0.9% | +23.0% | +22.4% |
| 30D | +27.4% | -2.4% | +29.7% | +30.3% |
| 3M | +24.3% | -1.2% | +25.5% | +25.4% |
| 6M | +32.6% | +3.3% | +29.3% | +26.6% |
| YTD | +39.7% | +12.3% | +27.4% | +20.1% |
| 1Y | +85.1% | +12.4% | +72.6% | +59.0% |
| 3Y | +329.5% | +78.8% | +250.7% | +121.5% |
| 5Y | +63.9% | +75.2% | -11.3% | -12.1% |
| 10Y | +104.4% | +311.1% | -206.7% | -52.0% |
| All | +394.7% | +3,056.6% | -2,661.8% | -65.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling