+195.3%
VSEC vs VT
+53.4%
+141.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.6% |
| 7D | +16.9% | -2.3% | +19.2% | +20.4% |
| 30D | +3.3% | -5.0% | +8.3% | +10.8% |
| 3M | -23.3% | -4.9% | -18.4% | -17.8% |
| 6M | -16.6% | -1.5% | -15.1% | -14.2% |
| YTD | +0.2% | +8.5% | -8.3% | -8.2% |
| 1Y | -0.9% | +11.4% | -12.2% | -11.9% |
| 3Y | +198.3% | +70.1% | +128.2% | +57.8% |
| All | +195.3% | +53.4% | +141.8% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling