+431.6%
VSEC vs SPY
+311.8%
+119.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +1.2% |
| 7D | +17.1% | -0.9% | +18.0% | +18.3% |
| 30D | +14.7% | -2.4% | +17.1% | +18.0% |
| 3M | -20.6% | -1.2% | -19.4% | -19.4% |
| 6M | +0.5% | +3.3% | -2.8% | -2.8% |
| YTD | +11.3% | +12.3% | -1.0% | -1.6% |
| 1Y | +9.9% | +12.4% | -2.6% | -2.7% |
| 3Y | +226.5% | +78.8% | +147.7% | +70.3% |
| 5Y | +213.3% | +75.2% | +138.1% | +68.5% |
| 10Y | +431.6% | +311.1% | +120.5% | +12.1% |
| All | +431.6% | +311.8% | +119.8% | +12.1% |
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