+220.8%
SOXX vs VRT
+552.3%
-331.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.6% | +2.9% | -0.4% |
| 7D | +3.0% | -7.7% | +10.7% | +6.2% |
| 30D | -3.1% | -12.0% | +8.8% | +1.7% |
| 3M | -4.4% | -11.7% | +7.3% | 0.0% |
| 6M | +52.9% | -8.1% | +61.0% | +56.8% |
| YTD | +72.0% | +53.2% | +18.8% | +41.9% |
| 1Y | +105.1% | +81.7% | +23.4% | +57.0% |
| All | +220.8% | +552.3% | -331.5% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling