+206.1%
SOXL vs VLTO
+56.3%
+149.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -23.3% | +1.6% | -25.0% | -24.0% |
| 30D | -59.9% | +22.0% | -81.8% | -67.0% |
| 3M | -56.8% | +21.9% | -78.7% | -64.9% |
| 6M | -68.3% | +36.5% | -104.8% | -79.6% |
| YTD | +33.5% | +19.0% | +14.5% | +6.3% |
| 1Y | +24.8% | +21.0% | +3.8% | -5.1% |
| 3Y | +177.0% | +69.9% | +107.1% | +70.4% |
| All | +206.1% | +56.3% | +149.8% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling