+4,165.4%
SOXX vs VCLT
+100.6%
+4,064.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.6% | -2.4% |
| 7D | +3.0% | -1.3% | +4.3% | +3.4% |
| 30D | -3.1% | -1.1% | -2.0% | -2.8% |
| 3M | -4.4% | -3.7% | -0.7% | -3.3% |
| 6M | +52.9% | -4.0% | +56.9% | +54.9% |
| YTD | +72.0% | -3.4% | +75.4% | +74.0% |
| 1Y | +105.1% | -4.1% | +109.2% | +107.9% |
| 3Y | +220.6% | +11.0% | +209.6% | +213.7% |
| 5Y | +244.8% | -17.0% | +261.8% | +241.5% |
| 10Y | +1,537.1% | +16.7% | +1,520.5% | +1,654.8% |
| All | +4,165.4% | +100.6% | +4,064.8% | +6,874.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling