-80.0%
VRDN vs SPY
+313.4%
-393.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +8.8% | +0.1% | +8.7% | +8.7% |
| 3M | +38.3% | +2.0% | +36.3% | +35.9% |
| 6M | -24.6% | +13.0% | -37.6% | -31.8% |
| YTD | -26.3% | +13.5% | -39.9% | -33.6% |
| 1Y | +23.0% | +20.0% | +3.0% | +5.9% |
| 3Y | +19.9% | +77.2% | -57.3% | -23.0% |
| 5Y | +87.6% | +81.9% | +5.7% | +17.7% |
| All | -80.0% | +313.4% | -393.5% | -92.6% |
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