+2,225.5%
SOXX vs VTEB
+25.5%
+2,200.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.5% |
| 7D | +1.4% | -0.9% | +2.3% | +2.3% |
| 30D | -3.6% | -2.5% | -1.1% | -1.1% |
| 3M | -10.2% | -3.0% | -7.2% | -7.4% |
| 6M | +54.2% | -2.1% | +56.4% | +57.8% |
| YTD | +75.2% | -1.5% | +76.7% | +78.3% |
| 1Y | +107.5% | +0.2% | +107.3% | +108.0% |
| 3Y | +226.8% | +8.6% | +218.2% | +202.5% |
| 5Y | +251.2% | +1.2% | +250.0% | +243.6% |
| 10Y | +1,567.6% | +18.1% | +1,549.6% | +1,634.1% |
| All | +2,225.5% | +25.5% | +2,200.0% | +2,873.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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