+210.7%
VSEC vs SPY
+72.2%
+138.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | +14.5% | -0.6% | +15.1% | +15.2% |
| 30D | +7.5% | -3.7% | +11.2% | +12.8% |
| 3M | -15.6% | -2.7% | -12.9% | -12.5% |
| 6M | -3.2% | +2.2% | -5.4% | -5.4% |
| YTD | +8.2% | +10.8% | -2.6% | -3.6% |
| 1Y | +5.2% | +11.2% | -6.0% | -6.4% |
| 3Y | +217.4% | +76.5% | +140.9% | +66.2% |
| 5Y | +210.7% | +72.9% | +137.7% | +64.8% |
| All | +210.7% | +72.2% | +138.5% | +64.8% |
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