+562.3%
VSEC vs VT
+223.7%
+338.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.6% | +7.1% | +6.2% |
| 7D | +18.4% | +0.4% | +18.0% | +17.6% |
| 30D | +9.3% | -2.6% | +11.9% | +13.1% |
| 3M | -13.0% | -3.2% | -9.8% | -9.0% |
| 6M | -1.7% | +0.9% | -2.6% | -2.0% |
| YTD | +10.0% | +11.3% | -1.3% | -1.9% |
| 1Y | +7.5% | +14.0% | -6.5% | -6.7% |
| 3Y | +228.4% | +75.8% | +152.5% | +67.3% |
| 5Y | +220.9% | +57.8% | +163.0% | +89.0% |
| 10Y | +562.3% | +219.8% | +342.5% | +123.6% |
| All | +562.3% | +223.7% | +338.6% | +123.6% |
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