+546.1%
VCYT vs SPY
+314.4%
+231.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.4% | +0.7% |
| 7D | -2.3% | +0.5% | -2.8% | -3.1% |
| 30D | -10.1% | -0.9% | -9.2% | -8.7% |
| 3M | -10.2% | +3.9% | -14.1% | -16.2% |
| 6M | +25.4% | +14.5% | +10.9% | +0.2% |
| YTD | +0.8% | +12.9% | -12.1% | -17.5% |
| 1Y | +30.8% | +19.4% | +11.4% | -2.3% |
| 3Y | +72.0% | +78.5% | -6.5% | -34.0% |
| 5Y | -14.8% | +81.8% | -96.6% | -65.0% |
| All | +546.1% | +314.4% | +231.7% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling