+226.8%
SOXX vs VCLT
+11.4%
+215.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +1.4% | -1.4% | +2.7% | +2.6% |
| 30D | -3.6% | -1.2% | -2.4% | -2.6% |
| 3M | -10.2% | -4.8% | -5.4% | -6.3% |
| 6M | +54.2% | -2.6% | +56.8% | +58.5% |
| YTD | +75.2% | -3.3% | +78.6% | +81.1% |
| 1Y | +107.5% | -4.8% | +112.3% | +116.7% |
| 3Y | +226.8% | +11.5% | +215.2% | +198.0% |
| All | +226.8% | +11.4% | +215.4% | +198.0% |
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