-99.2%
VEEA vs SPY
+95.6%
-194.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.8% |
| 7D | -5.1% | -2.0% | -3.2% | -4.4% |
| 30D | -34.1% | -1.7% | -32.5% | -33.7% |
| 3M | -79.9% | +4.7% | -84.6% | -80.2% |
| 6M | -83.6% | +12.5% | -96.1% | -84.1% |
| YTD | -87.0% | +11.7% | -98.7% | -87.4% |
| 1Y | -85.3% | +17.5% | -102.8% | -85.8% |
| 3Y | -99.3% | +76.6% | -175.9% | -99.3% |
| 5Y | -99.1% | +82.0% | -181.2% | -99.2% |
| All | -99.2% | +95.6% | -194.8% | -99.2% |
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 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