+247.9%
SOXX vs VFC
-78.2%
+326.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | +0.7% |
| 7D | +1.4% | -1.4% | +2.8% | +1.7% |
| 30D | -3.6% | -9.0% | +5.4% | -1.3% |
| 3M | -10.2% | -24.2% | +14.0% | -4.2% |
| 6M | +54.2% | -18.5% | +72.7% | +60.7% |
| YTD | +75.2% | -25.9% | +101.1% | +86.3% |
| 1Y | +107.5% | -13.0% | +120.5% | +109.1% |
| 3Y | +226.8% | -20.3% | +247.1% | +203.3% |
| All | +247.9% | -78.2% | +326.1% | +527.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling