-62.0%
VRDN vs SPY
+315.0%
-377.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +2.4% | +3.6% | +4.0% |
| 7D | +19.3% | +0.1% | +19.2% | +19.4% |
| 30D | +61.8% | -3.3% | +65.1% | +66.7% |
| 3M | +28.0% | -2.4% | +30.4% | +30.5% |
| 6M | +81.8% | +2.6% | +79.2% | +78.0% |
| YTD | -3.0% | +11.2% | -14.2% | -10.9% |
| 1Y | +10.0% | +13.4% | -3.4% | -0.6% |
| 3Y | +122.1% | +79.9% | +42.2% | +42.0% |
| 5Y | +65.0% | +72.2% | -7.2% | +8.5% |
| 10Y | -62.0% | +307.3% | -369.4% | -62.4% |
| All | -62.0% | +315.0% | -377.0% | -62.4% |
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