+411.2%
VSEC vs SPY
+307.0%
+104.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.6% |
| 7D | +5.1% | +2.6% | +2.5% | +2.1% |
| 30D | +14.6% | -2.0% | +16.5% | +17.3% |
| 3M | -21.3% | -2.8% | -18.5% | -18.4% |
| 6M | +0.7% | +2.1% | -1.4% | -1.2% |
| YTD | +5.3% | +11.5% | -6.2% | -6.0% |
| 1Y | +9.2% | +13.5% | -4.2% | -4.2% |
| 3Y | +211.5% | +77.7% | +133.8% | +63.7% |
| 5Y | +193.3% | +72.6% | +120.7% | +60.6% |
| All | +411.2% | +307.0% | +104.1% | +10.1% |
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