+189.3%
SOXX vs VLTO
+56.4%
+133.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.8% |
| 7D | +9.4% | +1.0% | +8.4% | +9.1% |
| 30D | -13.8% | +17.5% | -31.2% | -17.5% |
| 3M | -18.6% | +21.4% | -40.0% | -23.1% |
| 6M | -15.1% | +38.1% | -53.3% | -24.9% |
| YTD | +49.0% | +19.0% | +30.0% | +42.0% |
| 1Y | +55.3% | +20.7% | +34.6% | +46.3% |
| 3Y | +179.0% | +64.3% | +114.7% | +138.3% |
| All | +189.3% | +56.4% | +133.0% | +150.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling