-58.9%
VRDN vs SPY
+304.1%
-363.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.6% | +2.5% |
| 7D | +22.7% | -0.6% | +23.3% | +23.5% |
| 30D | +65.4% | -3.7% | +69.1% | +70.9% |
| 3M | +33.8% | -2.7% | +36.6% | +36.9% |
| 6M | +85.8% | +2.2% | +83.6% | +82.5% |
| YTD | -0.8% | +10.8% | -11.7% | -8.7% |
| 1Y | +11.6% | +11.2% | +0.4% | +2.5% |
| 3Y | +124.3% | +76.5% | +47.8% | +45.5% |
| 5Y | +66.6% | +72.9% | -6.3% | +9.3% |
| 10Y | -58.9% | +304.8% | -363.7% | -59.5% |
| All | -58.9% | +304.1% | -363.0% | -59.5% |
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