-95.4%
VCEL vs SPY
+1,448.2%
-1,543.6%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.9% | -4.4% | +18.3% | +17.2% |
| 7D | +20.7% | -4.7% | +25.4% | +24.7% |
| 30D | +29.3% | -5.9% | +35.2% | +34.8% |
| 3M | +14.2% | -4.5% | +18.7% | +17.6% |
| 6M | +40.7% | +1.8% | +38.9% | +37.6% |
| YTD | +43.8% | +8.3% | +35.5% | +34.5% |
| 1Y | +39.2% | +9.3% | +29.8% | +29.3% |
| 3Y | +40.5% | +74.9% | -34.4% | -6.7% |
| 5Y | +12.4% | +67.3% | -54.8% | -20.2% |
| 10Y | +2,308.4% | +311.6% | +1,996.8% | +957.8% |
| All | -95.4% | +1,448.2% | -1,543.6% | -98.6% |
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