+29.2%
VEL vs SPY
+143.0%
-113.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.4% | +8.6% | +9.1% |
| 7D | +9.4% | -4.7% | +14.1% | +15.0% |
| 30D | +17.4% | -5.9% | +23.3% | +25.0% |
| 3M | -1.2% | -4.5% | +3.3% | +3.4% |
| 6M | -9.7% | +1.8% | -11.5% | -12.6% |
| YTD | -15.9% | +8.3% | -24.3% | -24.5% |
| 1Y | -7.2% | +9.3% | -16.6% | -17.9% |
| 3Y | +35.7% | +74.9% | -39.2% | -37.1% |
| 5Y | +34.2% | +67.3% | -33.0% | -34.8% |
| All | +29.2% | +143.0% | -113.9% | -68.9% |
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 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