+218.5%
SOXL vs VLTO
+56.4%
+162.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | +0.6% | -11.6% | -11.5% |
| 7D | +26.9% | +1.0% | +25.9% | +26.1% |
| 30D | -47.2% | +17.5% | -64.7% | -54.8% |
| 3M | -59.9% | +21.4% | -81.2% | -67.2% |
| 6M | -68.3% | +38.1% | -106.5% | -79.9% |
| YTD | +38.8% | +19.0% | +19.8% | +10.6% |
| 1Y | +48.8% | +20.7% | +28.1% | +13.9% |
| 3Y | +196.5% | +64.3% | +132.2% | +88.2% |
| All | +218.5% | +56.4% | +162.1% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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