+567.6%
VCYT vs SPY
+312.5%
+255.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.8% | +4.1% |
| 7D | -2.3% | -0.4% | -1.9% | -1.7% |
| 30D | -5.2% | -1.4% | -3.8% | -3.1% |
| 3M | -10.9% | +3.7% | -14.6% | -16.7% |
| 6M | +31.4% | +13.0% | +18.4% | +7.4% |
| YTD | +4.2% | +12.4% | -8.2% | -14.2% |
| 1Y | +37.1% | +18.5% | +18.6% | +3.6% |
| 3Y | +77.7% | +77.6% | +0.1% | -31.3% |
| 5Y | -11.2% | +81.7% | -92.8% | -63.5% |
| 10Y | +567.6% | +319.7% | +247.9% | -22.7% |
| All | +567.6% | +312.5% | +255.1% | -22.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling