+74.1%
VCEL vs SPY
+78.4%
-4.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.5% |
| 7D | +43.7% | -0.6% | +44.2% | +43.5% |
| 30D | +47.2% | -3.7% | +50.9% | +52.3% |
| 3M | +34.3% | -2.7% | +37.1% | +37.4% |
| 6M | +76.4% | +2.2% | +74.2% | +69.2% |
| YTD | +63.9% | +10.8% | +53.1% | +42.5% |
| 1Y | +51.4% | +11.2% | +40.2% | +31.0% |
| 3Y | +74.1% | +76.5% | -2.4% | -35.0% |
| All | +74.1% | +78.4% | -4.3% | -35.0% |
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 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