+0.7%
VCEB vs SPY
+159.3%
-158.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.6% | +0.1% | -0.6% | -0.6% |
| 3M | -1.3% | +2.0% | -3.3% | -1.6% |
| 6M | -1.9% | +13.0% | -14.9% | -3.6% |
| YTD | -0.8% | +13.5% | -14.4% | -2.6% |
| 1Y | +0.5% | +20.0% | -19.5% | -2.1% |
| 3Y | +15.3% | +77.2% | -61.9% | +5.6% |
| 5Y | -0.8% | +81.9% | -82.7% | -10.5% |
| All | +0.7% | +159.3% | -158.6% | -11.7% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling