+1,537.1%
SOXX vs VUG
+424.7%
+1,112.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +0.6% |
| 7D | +1.4% | -0.5% | +1.9% | +2.1% |
| 30D | -3.6% | -1.0% | -2.6% | -2.3% |
| 3M | -10.2% | +3.5% | -13.7% | -13.4% |
| 6M | +54.2% | +14.2% | +40.0% | +32.0% |
| YTD | +75.2% | +8.5% | +66.7% | +60.6% |
| 1Y | +107.5% | +12.9% | +94.6% | +81.8% |
| 3Y | +226.8% | +85.6% | +141.1% | +56.9% |
| 5Y | +251.2% | +78.1% | +173.1% | +81.8% |
| All | +1,537.1% | +424.7% | +1,112.4% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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