+1,537.1%
SOXX vs VMC
+156.6%
+1,380.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | +1.4% | -3.8% | +5.2% | +3.1% |
| 30D | -3.6% | -9.7% | +6.1% | +0.8% |
| 3M | -10.2% | -9.6% | -0.5% | -6.9% |
| 6M | +54.2% | -4.8% | +59.1% | +55.9% |
| YTD | +75.2% | -10.9% | +86.1% | +81.6% |
| 1Y | +107.5% | -15.6% | +123.1% | +120.2% |
| 3Y | +226.8% | +19.3% | +207.4% | +193.7% |
| 5Y | +251.2% | +48.0% | +203.2% | +187.3% |
| All | +1,537.1% | +156.6% | +1,380.5% | +987.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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