+485.0%
VSEC vs VT
+217.6%
+267.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.0% |
| 7D | +14.5% | -0.1% | +14.6% | +14.6% |
| 30D | +7.5% | -3.1% | +10.6% | +12.1% |
| 3M | -15.6% | -3.5% | -12.1% | -11.4% |
| 6M | -3.2% | +0.5% | -3.7% | -3.0% |
| YTD | +8.2% | +10.8% | -2.6% | -2.9% |
| 1Y | +5.2% | +11.9% | -6.7% | -6.5% |
| 3Y | +217.4% | +73.0% | +144.4% | +64.9% |
| 5Y | +210.7% | +58.6% | +152.1% | +81.9% |
| 10Y | +485.0% | +219.2% | +265.8% | +86.6% |
| All | +485.0% | +217.6% | +267.4% | +86.6% |
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