+1,537.1%
SOXX vs VFC
-69.1%
+1,606.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.5% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | -3.6% | -9.0% | +5.4% | -0.9% |
| 3M | -10.2% | -24.2% | +14.0% | -3.3% |
| 6M | +54.2% | -18.5% | +72.7% | +61.7% |
| YTD | +75.2% | -25.9% | +101.1% | +88.1% |
| 1Y | +107.5% | -13.0% | +120.5% | +109.0% |
| 3Y | +226.8% | -20.3% | +247.1% | +194.6% |
| 5Y | +251.2% | -78.1% | +329.3% | +438.3% |
| All | +1,537.1% | -69.1% | +1,606.2% | +2,190.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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