+351.9%
NVRI vs SPY
+3,091.8%
-2,739.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -0.6% | +0.1% | -0.7% | -0.6% |
| 3M | +16.1% | +2.0% | +14.1% | +13.1% |
| 6M | +25.9% | +13.0% | +12.9% | +8.3% |
| YTD | +27.6% | +13.5% | +14.1% | +8.9% |
| 1Y | +94.8% | +20.0% | +74.8% | +55.9% |
| 3Y | +202.1% | +77.2% | +124.9% | +58.7% |
| 5Y | +25.3% | +81.9% | -56.6% | -35.4% |
| 10Y | +127.1% | +314.1% | -186.9% | -46.6% |
| All | +351.9% | +3,091.8% | -2,739.9% | -68.3% |
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