+54.0%
VRDN vs SPY
+67.4%
-13.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | +15.5% | -2.7% | +18.2% | +18.6% |
| 30D | +55.9% | -5.4% | +61.2% | +64.6% |
| 3M | +26.6% | -4.1% | +30.7% | +31.6% |
| 6M | +62.5% | +0.7% | +61.8% | +61.1% |
| YTD | -8.5% | +8.7% | -17.1% | -15.5% |
| 1Y | +3.6% | +10.9% | -7.3% | -6.2% |
| 3Y | +91.2% | +75.0% | +16.2% | +17.1% |
| All | +54.0% | +67.4% | -13.4% | +3.0% |
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