+1,537.1%
SOXX vs VEU
+155.0%
+1,382.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +0.3% |
| 7D | +1.4% | -1.4% | +2.8% | +3.6% |
| 30D | -3.6% | -0.4% | -3.2% | -2.9% |
| 3M | -10.2% | +2.5% | -12.7% | -12.2% |
| 6M | +54.2% | +11.1% | +43.1% | +35.6% |
| YTD | +75.2% | +16.5% | +58.7% | +44.3% |
| 1Y | +107.5% | +22.9% | +84.6% | +59.1% |
| 3Y | +226.8% | +73.4% | +153.3% | +57.9% |
| 5Y | +251.2% | +56.1% | +195.1% | +100.9% |
| All | +1,537.1% | +155.0% | +1,382.1% | +481.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling