+290.9%
VSEE vs SPY
+3.7%
+287.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | +10.5% |
| 7D | -37.5% | -0.9% | -36.5% | -37.1% |
| 30D | -64.7% | -2.4% | -62.4% | -74.0% |
| 3M | +1,759.5% | -1.2% | +1,760.6% | +1,566.4% |
| 6M | +290.9% | +3.3% | +287.6% | +239.3% |
| All | +290.9% | +3.7% | +287.2% | +239.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling