+226.8%
SOXX vs VUG
+86.2%
+140.5%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +0.4% |
| 7D | +1.4% | -0.5% | +1.9% | +2.2% |
| 30D | -3.6% | -1.0% | -2.6% | -2.1% |
| 3M | -10.2% | +3.5% | -13.7% | -14.1% |
| 6M | +54.2% | +14.2% | +40.0% | +28.6% |
| YTD | +75.2% | +8.5% | +66.7% | +57.9% |
| 1Y | +107.5% | +12.9% | +94.6% | +77.4% |
| 3Y | +226.8% | +85.6% | +141.1% | +42.5% |
| All | +226.8% | +86.2% | +140.5% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling