+27,473.9%
VSEC vs SPY
+3,045.4%
+24,428.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.1% |
| 7D | +11.5% | +3.3% | +8.2% | +8.9% |
| 30D | +12.5% | -2.7% | +15.2% | +15.0% |
| 3M | -24.3% | -1.7% | -22.5% | -23.1% |
| 6M | +0.9% | +3.1% | -2.2% | -0.9% |
| YTD | +6.5% | +11.9% | -5.4% | -1.0% |
| 1Y | +7.0% | +12.0% | -5.0% | -0.4% |
| 3Y | +212.3% | +78.2% | +134.1% | +108.1% |
| 5Y | +196.6% | +73.2% | +123.3% | +104.4% |
| 10Y | +408.5% | +309.6% | +98.9% | +104.1% |
| All | +27,473.9% | +3,045.4% | +24,428.5% | +5,542.6% |
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