-99.8%
VEEE vs SPY
+87.2%
-186.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.2% |
| 7D | -19.0% | +2.6% | -21.6% | -21.2% |
| 30D | -20.4% | -2.0% | -18.4% | -18.7% |
| 3M | -44.0% | -2.8% | -41.2% | -41.9% |
| 6M | -6.3% | +2.1% | -8.4% | -8.4% |
| YTD | -89.6% | +11.5% | -101.1% | -91.0% |
| 1Y | -90.1% | +13.5% | -103.6% | -91.6% |
| 3Y | -98.6% | +77.7% | -176.3% | -99.3% |
| 5Y | -99.5% | +72.6% | -172.2% | -99.7% |
| All | -99.8% | +87.2% | -186.9% | -99.9% |
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