+4,921.3%
SOXL vs VCLT
+17.1%
+4,904.2%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | 0.0% | +5.2% | +5.2% |
| 7D | +3.9% | -1.4% | +5.2% | +6.8% |
| 30D | -14.3% | -1.2% | -13.1% | -12.4% |
| 3M | -45.6% | -4.8% | -40.8% | -39.9% |
| 6M | +117.2% | -2.6% | +119.8% | +136.5% |
| YTD | +189.8% | -3.3% | +193.2% | +220.9% |
| 1Y | +317.7% | -4.8% | +322.6% | +375.4% |
| 3Y | +478.6% | +11.5% | +467.1% | +407.1% |
| 5Y | +169.5% | -17.0% | +186.5% | +293.1% |
| All | +4,921.3% | +17.1% | +4,904.2% | +6,066.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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