+28.8%
VRDN vs SPY
+14.6%
+14.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.5% | +1.7% | +13.9% | +13.7% |
| 7D | +19.7% | -0.7% | +20.4% | +20.5% |
| 30D | +52.9% | -1.0% | +54.0% | +54.4% |
| 3M | +39.4% | -0.3% | +39.8% | +39.7% |
| 6M | +106.7% | +7.3% | +99.3% | +89.8% |
| YTD | -6.6% | +13.3% | -20.0% | -19.7% |
| 1Y | +28.8% | +14.8% | +14.1% | +11.2% |
| All | +28.8% | +14.6% | +14.2% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling