+534.9%
VSEC vs SPY
+312.5%
+222.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.7% |
| 7D | +0.7% | -0.4% | +1.0% | +1.2% |
| 30D | -10.5% | -1.4% | -9.2% | -9.0% |
| 3M | +10.8% | +3.7% | +7.1% | +6.6% |
| 6M | -9.0% | +13.0% | -22.0% | -20.2% |
| YTD | +14.7% | +12.4% | +2.3% | +1.3% |
| 1Y | +21.4% | +18.5% | +2.9% | +1.1% |
| 3Y | +255.3% | +77.6% | +177.6% | +86.3% |
| 5Y | +326.2% | +81.7% | +244.5% | +119.8% |
| 10Y | +534.9% | +319.7% | +215.3% | +19.4% |
| All | +534.9% | +312.5% | +222.4% | +19.4% |
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