+5,399.0%
SOXL vs VCIT
+29.2%
+5,369.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.8% |
| 7D | +18.4% | -0.2% | +18.5% | +19.1% |
| 30D | -3.2% | -0.5% | -2.7% | -1.3% |
| 3M | -37.6% | -0.9% | -36.7% | -34.7% |
| 6M | +136.1% | -1.9% | +138.0% | +164.1% |
| YTD | +199.5% | -1.0% | +200.4% | +224.7% |
| 1Y | +363.2% | +0.2% | +363.0% | +381.5% |
| 3Y | +496.5% | +19.0% | +477.5% | +246.8% |
| 5Y | +184.8% | +3.1% | +181.8% | +168.0% |
| 10Y | +5,399.0% | +29.8% | +5,369.2% | +5,284.1% |
| All | +5,399.0% | +29.2% | +5,369.8% | +5,284.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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