+271.1%
VSEC vs SPY
+78.7%
+192.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.2% |
| 7D | +4.3% | +0.5% | +3.7% | +3.4% |
| 30D | -5.3% | -0.9% | -4.3% | -3.9% |
| 3M | +20.5% | +3.9% | +16.6% | +14.5% |
| 6M | -1.2% | +14.5% | -15.7% | -17.1% |
| YTD | +19.8% | +12.9% | +6.9% | +2.4% |
| 1Y | +23.8% | +19.4% | +4.4% | -0.9% |
| 3Y | +271.1% | +78.5% | +192.6% | +82.0% |
| All | +271.1% | +78.7% | +192.4% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling