-96.4%
VCEL vs SPY
+1,522.8%
-1,619.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -11.4% | +0.1% | -11.4% | -11.5% |
| 3M | +12.6% | +2.0% | +10.6% | +10.6% |
| 6M | +15.0% | +13.0% | +1.9% | +4.6% |
| YTD | +11.6% | +13.5% | -1.9% | +1.3% |
| 1Y | +19.4% | +20.0% | -0.6% | +4.0% |
| 3Y | +18.6% | +77.2% | -58.6% | -21.6% |
| 5Y | -28.7% | +81.9% | -110.6% | -52.1% |
| 10Y | +1,686.2% | +314.1% | +1,372.2% | +678.2% |
| All | -96.4% | +1,522.8% | -1,619.2% | -98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling