-34.4%
VERX vs SPY
+79.8%
-114.2%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | -11.0% | -2.0% | -9.0% | -9.0% |
| 30D | +0.3% | -1.7% | +2.0% | +2.2% |
| 3M | -4.1% | +4.7% | -8.8% | -9.3% |
| 6M | -14.0% | +12.5% | -26.5% | -25.3% |
| YTD | -38.6% | +11.7% | -50.3% | -46.1% |
| 1Y | -48.6% | +17.5% | -66.1% | -57.4% |
| 3Y | -43.9% | +76.6% | -120.5% | -72.1% |
| 5Y | -34.4% | +82.0% | -116.4% | -68.2% |
| All | -34.4% | +79.8% | -114.2% | -68.2% |
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