+9.9%
VSEC vs SPY
+13.0%
-3.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | 0.0% |
| 7D | +17.1% | -0.9% | +18.0% | +18.7% |
| 30D | +14.7% | -2.4% | +17.1% | +20.4% |
| 3M | -20.6% | -1.2% | -19.4% | -19.0% |
| 6M | +0.5% | +3.3% | -2.8% | -8.8% |
| YTD | +11.3% | +12.3% | -1.0% | -20.2% |
| 1Y | +9.9% | +12.4% | -2.6% | -21.5% |
| All | +9.9% | +13.0% | -3.1% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling