+113.9%
SOXX vs VCLT
-0.4%
+114.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.3% |
| 7D | +2.2% | -0.5% | +2.7% | +3.0% |
| 30D | -2.0% | -0.9% | -1.2% | -0.6% |
| 3M | -13.7% | -3.2% | -10.5% | -8.9% |
| 6M | +52.4% | -3.8% | +56.2% | +60.1% |
| YTD | +72.8% | -2.0% | +74.8% | +79.1% |
| 1Y | +113.9% | -0.8% | +114.7% | +123.3% |
| All | +113.9% | -0.4% | +114.3% | +123.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling