+58.8%
VRDN vs SPY
+74.0%
-15.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.1% |
| 7D | +6.8% | +3.3% | +3.5% | +3.6% |
| 30D | +67.3% | -2.7% | +70.0% | +72.0% |
| 3M | +33.2% | -1.7% | +35.0% | +35.4% |
| 6M | +80.8% | +3.1% | +77.7% | +75.4% |
| YTD | -2.1% | +11.9% | -14.0% | -12.0% |
| 1Y | +5.3% | +12.0% | -6.7% | -5.5% |
| 3Y | +121.5% | +78.2% | +43.3% | +33.3% |
| 5Y | +58.8% | +73.2% | -14.4% | +2.7% |
| All | +58.8% | +74.0% | -15.2% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling