+51.1%
VCEL vs SPY
+75.1%
-24.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.2% |
| 7D | +35.7% | -2.7% | +38.4% | +38.5% |
| 30D | +34.1% | -5.4% | +39.5% | +41.3% |
| 3M | +22.1% | -4.1% | +26.1% | +26.5% |
| 6M | +48.5% | +0.7% | +47.8% | +44.2% |
| YTD | +51.7% | +8.7% | +43.0% | +34.2% |
| 1Y | +41.0% | +10.9% | +30.1% | +21.6% |
| 3Y | +51.1% | +75.0% | -23.9% | -49.8% |
| All | +51.1% | +75.1% | -24.0% | -49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling