+234.0%
SOXX vs VLTO
+23.4%
+210.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.3% | -1.4% | -2.3% |
| 7D | +3.0% | -4.5% | +7.6% | +4.6% |
| 30D | -3.1% | -4.6% | +1.5% | -1.7% |
| 3M | -4.4% | +13.3% | -17.7% | -10.8% |
| 6M | +52.9% | +2.1% | +50.8% | +49.8% |
| YTD | +72.0% | -6.1% | +78.1% | +75.8% |
| 1Y | +105.1% | -11.4% | +116.5% | +115.9% |
| All | +234.0% | +23.4% | +210.6% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 3y: compounded portfolio wealth divided by compounded VLTO 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…
3y analysis · Full analysis span regression · 6 months rolling