-80.9%
VFC vs SOXQ
+286.7%
-367.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.8% | +2.6% | +3.5% |
| 7D | -1.4% | +0.8% | -2.2% | -1.8% |
| 30D | -9.0% | -4.6% | -4.4% | -7.0% |
| 3M | -24.2% | -10.2% | -14.0% | -21.8% |
| 6M | -18.5% | +49.7% | -68.2% | -38.7% |
| YTD | -25.9% | +67.2% | -93.1% | -48.1% |
| 1Y | -13.0% | +98.0% | -111.0% | -45.4% |
| 3Y | -20.3% | +237.2% | -257.5% | -64.6% |
| 5Y | -78.1% | +261.3% | -339.4% | -91.1% |
| All | -80.9% | +286.7% | -367.6% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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