+37.1%
VRNS vs SPY
+13.0%
+24.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -1.2% |
| 7D | +0.5% | -0.9% | +1.4% | +1.1% |
| 30D | +5.7% | -2.4% | +8.1% | +7.9% |
| 3M | +16.4% | -1.2% | +17.6% | +17.5% |
| 6M | +75.1% | +3.3% | +71.8% | +70.2% |
| YTD | +49.5% | +12.3% | +37.2% | +37.5% |
| 1Y | +37.1% | +12.4% | +24.6% | +25.4% |
| All | +37.1% | +13.0% | +24.1% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling