+282.9%
SMH vs VCLT
+11.4%
+271.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +0.3% | -1.4% | +1.6% | +1.4% |
| 30D | -2.8% | -1.2% | -1.6% | -1.9% |
| 3M | -6.7% | -4.8% | -1.9% | -3.1% |
| 6M | +41.8% | -2.6% | +44.3% | +45.2% |
| YTD | +57.9% | -3.3% | +61.2% | +62.5% |
| 1Y | +87.6% | -4.8% | +92.5% | +95.0% |
| 3Y | +282.9% | +11.5% | +271.4% | +249.7% |
| All | +282.9% | +11.4% | +271.6% | +249.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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