+241.1%
SOXX vs VLTO
+26.2%
+215.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | +5.6% | -1.6% | +7.2% | +6.1% |
| 30D | -2.7% | -2.9% | +0.1% | -1.9% |
| 3M | -7.5% | +12.7% | -20.2% | -13.1% |
| 6M | +63.5% | +1.6% | +61.9% | +61.3% |
| YTD | +75.7% | -4.0% | +79.6% | +78.2% |
| 1Y | +113.3% | -10.2% | +123.5% | +124.1% |
| All | +241.1% | +26.2% | +215.0% | +214.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling