-20.0%
VERX vs SPY
+14.6%
-34.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.7% | +3.7% |
| 7D | +7.5% | -0.7% | +8.2% | +7.7% |
| 30D | +29.6% | -1.0% | +30.7% | +30.1% |
| 3M | +28.5% | -0.3% | +28.8% | +28.6% |
| 6M | +19.3% | +7.3% | +12.0% | +13.3% |
| YTD | -20.3% | +13.3% | -33.6% | -26.9% |
| 1Y | -20.0% | +14.8% | -34.8% | -27.3% |
| All | -20.0% | +14.6% | -34.7% | -27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling