+9,236.0%
SOXL vs VCIT
+90.0%
+9,146.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +1.1% |
| 7D | -23.3% | +0.1% | -23.4% | -23.8% |
| 30D | -59.9% | +1.1% | -61.0% | -61.3% |
| 3M | -56.8% | -1.4% | -55.5% | -55.9% |
| 6M | -68.3% | -2.3% | -66.0% | -66.4% |
| YTD | +33.5% | -1.8% | +35.3% | +41.5% |
| 1Y | +24.8% | -1.0% | +25.8% | +30.5% |
| 3Y | +177.0% | +19.3% | +157.7% | +108.7% |
| 5Y | -0.2% | +3.8% | -4.0% | -13.4% |
| 10Y | +2,054.9% | +30.6% | +2,024.3% | +2,134.4% |
| All | +9,236.0% | +90.0% | +9,146.0% | +33,319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling