-0.5%
VNAM vs SPY
+74.1%
-74.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -0.9% | -1.2% |
| 7D | +0.5% | +0.5% | -0.1% | +0.2% |
| 30D | +4.5% | -0.9% | +5.5% | +5.0% |
| 3M | +3.8% | +3.9% | -0.1% | +1.9% |
| 6M | +8.0% | +14.5% | -6.5% | +1.6% |
| YTD | -0.1% | +12.9% | -13.0% | -5.5% |
| 1Y | +14.7% | +19.4% | -4.7% | +5.8% |
| 3Y | +36.1% | +78.5% | -42.4% | +9.4% |
| All | -0.5% | +74.1% | -74.5% | -17.9% |
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 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