-56.1%
VSEE vs SPY
+12.1%
-68.1%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.8% | -0.4% | -29.4% | -31.9% |
| 7D | -71.3% | +2.6% | -73.9% | -66.2% |
| 30D | -82.6% | -2.0% | -80.7% | -84.8% |
| 3M | +1,037.9% | -2.8% | +1,040.7% | +915.3% |
| 6M | +84.4% | +2.1% | +82.2% | +57.9% |
| YTD | -11.8% | +11.5% | -23.3% | -28.7% |
| 1Y | -56.1% | +13.5% | -69.5% | -64.4% |
| All | -56.1% | +12.1% | -68.1% | -64.4% |
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