+326.2%
VSEC vs SPY
+81.0%
+245.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.9% |
| 3M | +10.8% | +3.7% | +7.1% | +6.2% |
| 6M | -9.0% | +13.0% | -22.0% | -21.0% |
| YTD | +14.7% | +12.4% | +2.3% | +0.4% |
| 1Y | +21.4% | +18.5% | +2.9% | 0.0% |
| 3Y | +255.3% | +77.6% | +177.6% | +83.3% |
| 5Y | +326.2% | +81.7% | +244.5% | +115.3% |
| All | +326.2% | +81.0% | +245.2% | +115.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling