+416.8%
VSEC vs VT
+222.7%
+194.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.5% |
| 7D | +11.5% | +2.9% | +8.6% | +7.6% |
| 30D | +12.5% | -2.5% | +15.0% | +16.4% |
| 3M | -24.3% | -3.3% | -20.9% | -20.6% |
| 6M | +0.9% | +1.5% | -0.6% | -0.2% |
| YTD | +6.5% | +11.4% | -4.9% | -5.1% |
| 1Y | +7.0% | +11.9% | -4.9% | -4.9% |
| 3Y | +212.3% | +73.9% | +138.4% | +61.0% |
| 5Y | +196.6% | +57.9% | +138.7% | +74.4% |
| All | +416.8% | +222.7% | +194.1% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling