+129.3%
VECO vs SPY
+322.5%
-193.1%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +0.8% |
| 7D | +0.4% | -0.8% | +1.1% | +1.6% |
| 30D | -15.8% | -1.1% | -14.8% | -14.4% |
| 3M | -37.3% | +3.9% | -41.2% | -40.3% |
| 6M | +41.7% | +13.6% | +28.1% | +18.9% |
| YTD | +56.9% | +12.7% | +44.2% | +33.6% |
| 1Y | +74.9% | +17.5% | +57.4% | +40.4% |
| 3Y | +60.3% | +76.9% | -16.6% | -28.4% |
| 5Y | +96.6% | +83.6% | +13.0% | -16.5% |
| All | +129.3% | +322.5% | -193.1% | -69.2% |
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