+28,723.3%
VSEC vs SPY
+3,056.6%
+25,666.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +1.8% |
| 7D | +17.1% | -0.9% | +18.0% | +17.9% |
| 30D | +14.7% | -2.4% | +17.1% | +16.9% |
| 3M | -20.6% | -1.2% | -19.4% | -19.8% |
| 6M | +0.5% | +3.3% | -2.8% | -1.5% |
| YTD | +11.3% | +12.3% | -1.0% | +3.2% |
| 1Y | +9.9% | +12.4% | -2.6% | +2.0% |
| 3Y | +226.5% | +78.8% | +147.7% | +116.9% |
| 5Y | +213.3% | +75.2% | +138.1% | +114.2% |
| 10Y | +431.6% | +311.1% | +120.5% | +112.8% |
| All | +28,723.3% | +3,056.6% | +25,666.7% | +5,781.1% |
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