-42.5%
VERX vs SPY
+159.6%
-202.1%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +16.7% | +0.1% | +16.6% | +16.7% |
| 3M | +4.6% | +2.0% | +2.6% | +1.7% |
| 6M | -9.1% | +13.0% | -22.1% | -21.3% |
| YTD | -31.0% | +13.5% | -44.6% | -40.4% |
| 1Y | -42.8% | +20.0% | -62.8% | -53.6% |
| 3Y | -38.9% | +77.2% | -116.0% | -69.0% |
| 5Y | -32.8% | +81.9% | -114.7% | -67.2% |
| All | -42.5% | +159.6% | -202.1% | -80.8% |
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