-97.8%
VANI vs SPY
+311.8%
-409.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -3.0% |
| 7D | +5.6% | -0.9% | +6.5% | +6.5% |
| 30D | -5.0% | -2.4% | -2.7% | -2.8% |
| 3M | -18.7% | -1.2% | -17.6% | -17.7% |
| 6M | -5.8% | +3.3% | -9.1% | -8.6% |
| YTD | -8.1% | +12.3% | -20.4% | -17.4% |
| 1Y | -21.0% | +12.4% | -33.4% | -28.9% |
| 3Y | +18.7% | +78.8% | -60.1% | -33.2% |
| 5Y | -85.9% | +75.2% | -161.1% | -91.9% |
| 10Y | -97.8% | +311.1% | -408.9% | -99.4% |
| All | -97.8% | +311.8% | -409.6% | -99.4% |
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