-99.6%
VEEE vs SPY
+87.5%
-187.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.4% | +4.4% |
| 7D | +4.7% | -2.0% | +6.7% | +6.6% |
| 30D | -23.7% | -1.7% | -22.1% | -22.6% |
| 3M | +44.7% | +4.7% | +39.9% | +36.2% |
| 6M | -26.4% | +12.5% | -38.9% | -37.0% |
| YTD | -84.9% | +11.7% | -96.6% | -87.0% |
| 1Y | -88.9% | +17.5% | -106.4% | -91.0% |
| 3Y | -98.4% | +76.6% | -175.0% | -99.2% |
| 5Y | -99.4% | +82.0% | -181.4% | -99.7% |
| All | -99.6% | +87.5% | -187.2% | -99.8% |
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