-44.9%
VNDA vs SPY
+762.8%
-807.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.5% |
| 7D | -1.7% | +0.5% | -2.2% | -2.0% |
| 30D | +6.6% | -0.9% | +7.5% | +7.2% |
| 3M | -10.3% | +3.9% | -14.2% | -12.7% |
| 6M | -32.4% | +14.5% | -47.0% | -38.2% |
| YTD | -39.6% | +12.9% | -52.5% | -44.3% |
| 1Y | +17.1% | +19.4% | -2.2% | +4.3% |
| 3Y | +15.4% | +78.5% | -63.1% | -21.8% |
| 5Y | -68.6% | +81.8% | -150.4% | -79.2% |
| 10Y | -66.9% | +311.5% | -378.4% | -86.5% |
| All | -44.9% | +762.8% | -807.8% | -74.7% |
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 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