+34.8%
VNLA vs SPY
+303.9%
-269.0%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | 0.0% |
| 7D | 0.0% | -0.4% | +0.4% | 0.0% |
| 30D | +0.2% | -1.4% | +1.6% | +0.2% |
| 3M | +0.9% | +3.7% | -2.8% | +0.9% |
| 6M | +1.8% | +13.0% | -11.2% | +1.8% |
| YTD | +2.4% | +12.4% | -10.0% | +2.4% |
| 1Y | +4.0% | +18.5% | -14.5% | +4.0% |
| 3Y | +17.2% | +77.6% | -60.4% | +17.2% |
| 5Y | +21.1% | +81.7% | -60.6% | +21.0% |
| All | +34.8% | +303.9% | -269.0% | +35.2% |
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