+37.4%
VCEL vs SPY
+74.0%
-36.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -2.9% |
| 7D | +10.9% | +3.3% | +7.6% | +6.3% |
| 30D | +42.5% | -2.7% | +45.2% | +46.8% |
| 3M | +28.4% | -1.7% | +30.1% | +30.3% |
| 6M | +74.3% | +3.1% | +71.2% | +63.7% |
| YTD | +59.5% | +11.9% | +47.6% | +33.0% |
| 1Y | +42.0% | +12.0% | +30.0% | +18.2% |
| 3Y | +69.3% | +78.2% | -8.8% | -32.5% |
| 5Y | +37.4% | +73.2% | -35.9% | -40.1% |
| All | +37.4% | +74.0% | -36.7% | -40.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling