+214.2%
VRNS vs SPY
+411.7%
-197.4%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.4% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | +6.2% | +0.1% | +6.1% | +6.4% |
| 3M | +38.6% | +2.0% | +36.6% | +35.2% |
| 6M | +96.2% | +13.0% | +83.2% | +67.0% |
| YTD | +40.5% | +13.5% | +27.0% | +19.4% |
| 1Y | -17.3% | +20.0% | -37.3% | -34.7% |
| 3Y | +43.0% | +77.2% | -34.2% | -33.7% |
| 5Y | -37.0% | +81.9% | -118.9% | -70.7% |
| 10Y | +357.7% | +314.1% | +43.6% | -35.8% |
| All | +214.2% | +411.7% | -197.4% | -76.0% |
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 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