-68.4%
VNDA vs SPY
+322.5%
-390.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.3% |
| 7D | -6.3% | -0.8% | -5.5% | -5.6% |
| 30D | -1.9% | -1.1% | -0.9% | -1.1% |
| 3M | -16.6% | +3.9% | -20.4% | -19.3% |
| 6M | -45.2% | +13.6% | -58.8% | -50.8% |
| YTD | -42.3% | +12.7% | -55.0% | -47.8% |
| 1Y | +10.7% | +17.5% | -6.9% | -3.3% |
| 3Y | +8.5% | +76.9% | -68.4% | -33.9% |
| 5Y | -68.6% | +83.6% | -152.1% | -81.8% |
| All | -68.4% | +322.5% | -390.8% | -92.5% |
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