+113.9%
SOXX vs VEU
+28.8%
+85.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +2.4% |
| 7D | +2.2% | +1.1% | +1.1% | -0.1% |
| 30D | -2.0% | +2.2% | -4.2% | -6.0% |
| 3M | -13.7% | +3.0% | -16.7% | -17.1% |
| 6M | +52.4% | +10.9% | +41.5% | +31.9% |
| YTD | +72.8% | +18.2% | +54.6% | +29.5% |
| 1Y | +113.9% | +28.3% | +85.6% | +43.3% |
| All | +113.9% | +28.8% | +85.1% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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