+221.0%
VCYT vs SPY
+438.8%
-217.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.4% | -4.4% | -4.2% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -7.8% | +0.1% | -7.9% | -7.9% |
| 3M | -14.8% | +2.0% | -16.8% | -18.0% |
| 6M | +17.3% | +13.0% | +4.2% | -3.2% |
| YTD | +1.0% | +13.5% | -12.5% | -17.3% |
| 1Y | +34.9% | +20.0% | +15.0% | +1.5% |
| 3Y | +59.3% | +77.2% | -17.9% | -34.8% |
| 5Y | -17.0% | +81.9% | -98.9% | -64.1% |
| 10Y | +652.7% | +314.1% | +338.7% | +21.0% |
| All | +221.0% | +438.8% | -217.9% | -59.3% |
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