-99.3%
VEEA vs SPY
+77.0%
-176.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -6.9% | -6.7% |
| 7D | -8.2% | -0.8% | -7.5% | -7.7% |
| 30D | -38.1% | -1.1% | -37.0% | -37.6% |
| 3M | -82.0% | +3.9% | -85.8% | -82.5% |
| 6M | -86.6% | +13.6% | -100.2% | -87.7% |
| YTD | -87.8% | +12.7% | -100.4% | -88.7% |
| 1Y | -85.8% | +17.5% | -103.4% | -87.0% |
| 3Y | -99.3% | +76.9% | -176.2% | -99.3% |
| All | -99.3% | +77.0% | -176.3% | -99.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling