-99.7%
VANI vs SPY
+356.7%
-456.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.4% | +7.6% | +7.6% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +8.0% | +0.1% | +7.9% | +7.8% |
| 3M | +16.4% | +2.0% | +14.4% | +14.0% |
| 6M | +26.3% | +13.0% | +13.3% | +12.1% |
| YTD | +21.1% | +13.5% | +7.6% | +7.2% |
| 1Y | +8.8% | +20.0% | -11.2% | -8.5% |
| 3Y | +60.2% | +77.2% | -17.0% | -10.9% |
| 5Y | -86.7% | +81.9% | -168.6% | -92.8% |
| 10Y | -98.2% | +314.1% | -412.3% | -99.6% |
| All | -99.7% | +356.7% | -456.3% | -99.9% |
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