+523.7%
VSEC vs VT
+215.5%
+308.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.6% |
| 7D | +16.9% | -2.3% | +19.2% | +20.2% |
| 30D | +3.3% | -5.0% | +8.3% | +10.3% |
| 3M | -23.3% | -4.9% | -18.4% | -18.1% |
| 6M | -16.6% | -1.5% | -15.1% | -14.3% |
| YTD | +0.2% | +8.5% | -8.3% | -7.7% |
| 1Y | -0.9% | +11.4% | -12.2% | -11.4% |
| 3Y | +198.3% | +70.1% | +128.2% | +58.4% |
| 5Y | +194.6% | +53.7% | +140.9% | +79.4% |
| All | +523.7% | +215.5% | +308.1% | +123.0% |
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