+19.2%
VEL vs SPY
+151.0%
-131.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -7.7% | +3.3% | -11.0% | -11.0% |
| 30D | +9.8% | -2.7% | +12.5% | +12.6% |
| 3M | -10.5% | -1.7% | -8.8% | -9.3% |
| 6M | -7.4% | +3.1% | -10.5% | -11.6% |
| YTD | -22.4% | +11.9% | -34.3% | -32.9% |
| 1Y | -12.4% | +12.0% | -24.3% | -24.4% |
| 3Y | +11.6% | +78.2% | -66.5% | -49.2% |
| 5Y | +24.3% | +73.2% | -48.9% | -42.1% |
| All | +19.2% | +151.0% | -131.8% | -72.3% |
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 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