+3,080.4%
SOXX vs VXUS
+176.5%
+2,904.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.4% | +1.6% |
| 7D | +6.1% | +0.3% | +5.8% | +5.7% |
| 30D | +0.5% | +0.7% | -0.2% | -0.3% |
| 3M | -5.3% | +4.8% | -10.1% | -9.3% |
| 6M | +58.3% | +11.3% | +47.0% | +42.0% |
| YTD | +76.8% | +16.5% | +60.3% | +50.5% |
| 1Y | +114.6% | +24.3% | +90.3% | +69.8% |
| 3Y | +229.6% | +74.5% | +155.1% | +78.8% |
| 5Y | +257.3% | +54.3% | +203.0% | +129.2% |
| 10Y | +1,583.2% | +150.1% | +1,433.1% | +587.2% |
| All | +3,080.4% | +176.5% | +2,904.0% | +1,065.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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