+30.5%
VEL vs SPY
+143.8%
-113.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.7% |
| 7D | +12.2% | -2.7% | +14.9% | +15.2% |
| 30D | +19.6% | -5.4% | +25.0% | +26.7% |
| 3M | -3.2% | -4.1% | +0.9% | +0.9% |
| 6M | -9.9% | +0.7% | -10.6% | -11.7% |
| YTD | -15.1% | +8.7% | -23.7% | -24.0% |
| 1Y | -5.9% | +10.9% | -16.8% | -18.0% |
| 3Y | +40.3% | +75.0% | -34.7% | -35.0% |
| 5Y | +35.6% | +67.8% | -32.2% | -34.4% |
| All | +30.5% | +143.8% | -113.3% | -68.7% |
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