-57.0%
VRDN vs SPY
+307.0%
-364.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.6% |
| 7D | +8.4% | +2.6% | +5.8% | +6.1% |
| 30D | +68.0% | -2.0% | +69.9% | +71.1% |
| 3M | +40.4% | -2.8% | +43.2% | +43.7% |
| 6M | +81.2% | +2.1% | +79.0% | +78.0% |
| YTD | -0.8% | +11.5% | -12.3% | -9.1% |
| 1Y | +8.4% | +13.5% | -5.1% | -2.1% |
| 3Y | +120.7% | +77.7% | +43.0% | +42.2% |
| 5Y | +60.9% | +72.6% | -11.7% | +5.5% |
| All | -57.0% | +307.0% | -364.0% | -55.6% |
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