-98.6%
VRDN vs SPY
+363.5%
-462.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.4% | +2.7% | +1.9% |
| 7D | +15.1% | -4.7% | +19.8% | +19.8% |
| 30D | +56.7% | -5.9% | +62.6% | +64.9% |
| 3M | +35.5% | -4.5% | +40.0% | +40.6% |
| 6M | +52.3% | +1.8% | +50.5% | +49.8% |
| YTD | -8.3% | +8.3% | -16.6% | -13.9% |
| 1Y | +16.9% | +9.3% | +7.6% | +8.8% |
| 3Y | +88.0% | +74.9% | +13.1% | +23.1% |
| 5Y | +50.3% | +67.3% | -16.9% | +1.3% |
| 10Y | -44.8% | +311.6% | -356.4% | -80.9% |
| All | -98.6% | +363.5% | -462.1% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling