-0.6%
VNAM vs SPY
+72.2%
-72.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +0.2% | -2.0% | +2.2% | +1.2% |
| 30D | +4.2% | -1.7% | +5.9% | +5.0% |
| 3M | +3.2% | +4.7% | -1.5% | +1.0% |
| 6M | +11.1% | +12.5% | -1.4% | +5.3% |
| YTD | -0.2% | +11.7% | -12.0% | -5.2% |
| 1Y | +12.2% | +17.5% | -5.3% | +4.3% |
| 3Y | +35.9% | +76.6% | -40.7% | +9.7% |
| All | -0.6% | +72.2% | -72.9% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling