+232.8%
VCYT vs SPY
+304.1%
-71.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.4% | -6.8% | -6.5% |
| 7D | -52.2% | -0.6% | -51.6% | -47.7% |
| 30D | -46.8% | -3.7% | -43.1% | -38.7% |
| 3M | -48.0% | -2.7% | -45.3% | -41.1% |
| 6M | -40.5% | +2.2% | -42.7% | -38.2% |
| YTD | -42.9% | +10.8% | -53.7% | -47.8% |
| 1Y | -43.2% | +11.2% | -54.4% | -48.3% |
| 3Y | +8.4% | +76.5% | -68.1% | -54.2% |
| 5Y | -47.7% | +72.9% | -120.6% | -74.9% |
| 10Y | +232.8% | +304.8% | -72.0% | -43.0% |
| All | +232.8% | +304.1% | -71.3% | -43.0% |
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