+7.8%
VSEE vs SPY
+14.6%
-6.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | +8.2% |
| 7D | -42.7% | -0.7% | -42.0% | -46.4% |
| 30D | -47.4% | -1.0% | -46.3% | -51.8% |
| 3M | +1,209.5% | -0.3% | +1,209.9% | +1,158.5% |
| 6M | +482.0% | +7.3% | +474.7% | +437.3% |
| YTD | +194.1% | +13.3% | +180.8% | +165.0% |
| 1Y | +7.8% | +14.8% | -6.9% | -0.8% |
| All | +7.8% | +14.6% | -6.8% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1y: compounded portfolio wealth divided by compounded SPY 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…
1y analysis · Full analysis span regression · 6 months rolling