-3.5%
VNAM vs SPY
+72.5%
-76.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.6% |
| 7D | +2.4% | +3.3% | -0.9% | +0.9% |
| 30D | +4.6% | -2.7% | +7.3% | +5.8% |
| 3M | +0.5% | -1.7% | +2.3% | +1.2% |
| 6M | -8.0% | +3.1% | -11.1% | -9.5% |
| YTD | -3.2% | +11.9% | -15.1% | -8.1% |
| 1Y | +9.2% | +12.0% | -2.8% | +3.6% |
| 3Y | +53.5% | +78.2% | -24.7% | +23.7% |
| All | -3.5% | +72.5% | -76.0% | -20.2% |
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 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