-58.8%
VNDA vs SPY
+751.9%
-810.7%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.3% |
| 7D | +4.5% | +2.6% | +1.9% | +2.8% |
| 30D | -5.5% | -2.0% | -3.5% | -3.9% |
| 3M | -20.7% | -2.8% | -17.9% | -19.0% |
| 6M | -37.9% | +2.1% | -40.1% | -38.7% |
| YTD | -54.8% | +11.5% | -66.3% | -57.8% |
| 1Y | -8.1% | +13.5% | -21.5% | -15.3% |
| 3Y | +17.0% | +77.7% | -60.7% | -20.3% |
| 5Y | -77.5% | +72.6% | -150.1% | -84.5% |
| 10Y | -75.9% | +308.2% | -384.1% | -90.1% |
| All | -58.8% | +751.9% | -810.7% | -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