-99.8%
VSEE vs SPY
+70.4%
-170.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.2% |
| 7D | -5.9% | -0.4% | -5.5% | -5.8% |
| 30D | -36.0% | -1.4% | -34.6% | -35.7% |
| 3M | -89.8% | +3.7% | -93.5% | -89.9% |
| 6M | -94.4% | +13.0% | -107.4% | -94.6% |
| YTD | -95.7% | +12.4% | -108.1% | -95.9% |
| 1Y | -97.6% | +18.5% | -116.2% | -97.8% |
| 3Y | -99.9% | +77.6% | -177.5% | -99.9% |
| All | -99.8% | +70.4% | -170.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling