-0.2%
VCEB vs SPY
+155.2%
-155.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | -0.9% | -2.0% | +1.1% | -0.6% |
| 30D | -0.9% | -1.7% | +0.7% | -0.7% |
| 3M | -1.7% | +4.7% | -6.4% | -2.3% |
| 6M | -2.1% | +12.5% | -14.6% | -3.7% |
| YTD | -1.7% | +11.7% | -13.4% | -3.3% |
| 1Y | -1.2% | +17.5% | -18.7% | -3.5% |
| 3Y | +14.6% | +76.6% | -62.0% | +5.0% |
| 5Y | -1.8% | +82.0% | -83.9% | -11.4% |
| All | -0.2% | +155.2% | -155.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling