-96.7%
VSEE vs VT
+58.1%
-154.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -29.8% | -0.3% | -29.5% | -30.1% |
| 7D | -71.3% | +2.4% | -73.7% | -70.4% |
| 30D | -82.6% | -1.5% | -81.1% | -82.8% |
| 3M | +1,037.9% | -4.1% | +1,042.1% | +1,022.6% |
| 6M | +84.4% | +0.6% | +83.8% | +79.0% |
| YTD | -11.8% | +11.0% | -22.8% | -16.7% |
| 1Y | -56.1% | +13.3% | -69.4% | -58.7% |
| 3Y | -97.3% | +73.4% | -170.7% | -97.6% |
| All | -96.7% | +58.1% | -154.7% | -97.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling