+107.5%
SOXX vs VRT
+85.9%
+21.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.2% |
| 7D | +1.4% | -8.4% | +9.8% | +5.1% |
| 30D | -3.6% | -10.9% | +7.3% | +1.2% |
| 3M | -10.2% | -13.7% | +3.5% | -4.3% |
| 6M | +54.2% | -4.1% | +58.4% | +56.6% |
| YTD | +75.2% | +58.7% | +16.5% | +42.7% |
| 1Y | +107.5% | +89.6% | +17.9% | +61.5% |
| All | +107.5% | +85.9% | +21.6% | +61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling