+30,501.5%
VSEC vs SPY
+3,091.8%
+27,409.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +1.0% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | -5.5% | +0.1% | -5.5% | -5.5% |
| 3M | +10.9% | +2.0% | +8.9% | +9.6% |
| 6M | -8.8% | +13.0% | -21.8% | -16.0% |
| YTD | +18.2% | +13.5% | +4.6% | +8.5% |
| 1Y | +24.0% | +20.0% | +4.1% | +9.5% |
| 3Y | +258.6% | +77.2% | +181.4% | +139.6% |
| 5Y | +328.5% | +81.9% | +246.6% | +185.1% |
| 10Y | +527.6% | +314.1% | +213.6% | +149.8% |
| All | +30,501.5% | +3,091.8% | +27,409.8% | +6,085.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling