+87.9%
VRDN vs SPY
+82.0%
+5.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +8.8% | +0.1% | +8.7% | +8.6% |
| 3M | +38.3% | +2.0% | +36.3% | +35.6% |
| 6M | -24.6% | +13.0% | -37.6% | -32.9% |
| YTD | -26.3% | +13.5% | -39.9% | -34.7% |
| 1Y | +23.0% | +20.0% | +3.0% | +3.4% |
| 3Y | +19.9% | +77.2% | -57.3% | -27.5% |
| All | +87.9% | +82.0% | +5.8% | +17.4% |
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 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