-34.6%
VRNS vs SPY
+81.0%
-115.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.0% |
| 7D | -1.4% | -0.4% | -1.1% | -1.0% |
| 30D | +8.6% | -1.4% | +10.0% | +10.8% |
| 3M | +41.9% | +3.7% | +38.2% | +35.5% |
| 6M | +89.4% | +13.0% | +76.4% | +60.9% |
| YTD | +40.5% | +12.4% | +28.1% | +20.7% |
| 1Y | -19.6% | +18.5% | -38.2% | -35.8% |
| 3Y | +50.8% | +77.6% | -26.8% | -35.2% |
| 5Y | -34.6% | +81.7% | -116.3% | -72.0% |
| All | -34.6% | +81.0% | -115.6% | -72.0% |
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