+813.9%
SOXX vs VRT
+2,829.6%
-2,015.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.0% | +0.3% |
| 7D | +5.6% | +13.6% | -8.0% | +0.6% |
| 30D | -2.7% | +6.8% | -9.5% | -5.2% |
| 3M | -7.5% | -3.2% | -4.3% | -6.7% |
| 6M | +63.5% | +20.3% | +43.2% | +52.0% |
| YTD | +75.7% | +79.6% | -3.9% | +40.0% |
| 1Y | +113.3% | +139.0% | -25.7% | +52.6% |
| 3Y | +227.4% | +644.6% | -417.2% | +47.2% |
| 5Y | +256.2% | +1,024.4% | -768.2% | +24.6% |
| All | +813.9% | +2,829.6% | -2,015.7% | +142.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling