-8.6%
SOXL vs VCIT
+3.7%
-12.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +0.1% | +22.2% | +22.0% |
| 7D | -17.6% | +0.7% | -18.3% | -20.8% |
| 30D | -59.8% | +1.8% | -61.6% | -63.6% |
| 3M | -59.9% | -1.1% | -58.8% | -58.6% |
| 6M | -68.2% | -1.7% | -66.5% | -65.4% |
| YTD | +33.8% | -1.1% | +34.9% | +45.4% |
| 1Y | +34.7% | -0.4% | +35.1% | +42.5% |
| 3Y | +211.0% | +20.5% | +190.6% | +52.1% |
| 5Y | -8.6% | +3.8% | -12.3% | -36.2% |
| All | -8.6% | +3.7% | -12.3% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling