-94.5%
VSEE vs VT
+74.4%
-168.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.5% | -19.2% | -21.0% |
| 7D | -38.1% | -0.1% | -37.9% | -36.9% |
| 30D | -64.1% | -3.1% | -61.0% | -66.6% |
| 3M | +2,700.0% | -3.5% | +2,703.5% | +2,560.0% |
| 6M | +288.9% | +0.5% | +288.4% | +259.1% |
| YTD | +87.2% | +10.8% | +76.4% | +61.8% |
| 1Y | -18.6% | +11.9% | -30.5% | -30.1% |
| 3Y | -94.5% | +73.0% | -167.5% | -96.7% |
| All | -94.5% | +74.4% | -168.9% | -96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling