-87.4%
VANI vs SPY
+81.8%
-169.2%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.5% | -8.6% |
| 7D | -0.4% | +0.5% | -0.9% | -0.8% |
| 30D | -3.9% | -0.9% | -3.0% | -3.2% |
| 3M | +17.8% | +3.9% | +13.9% | +13.8% |
| 6M | +15.8% | +14.5% | +1.3% | +3.3% |
| YTD | +10.2% | +12.9% | -2.8% | -0.4% |
| 1Y | +5.9% | +19.4% | -13.5% | -8.3% |
| 3Y | +41.1% | +78.5% | -37.3% | -14.5% |
| 5Y | -87.4% | +81.8% | -169.2% | -92.0% |
| All | -87.4% | +81.8% | -169.2% | -92.0% |
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 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