+184.8%
SOXL vs VRT
+928.6%
-743.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -9.6% | +11.7% | +12.7% |
| 7D | +18.4% | +2.4% | +15.9% | +13.8% |
| 30D | -3.2% | -2.7% | -0.5% | -0.4% |
| 3M | -37.6% | -9.2% | -28.4% | -23.4% |
| 6M | +136.1% | -0.5% | +136.6% | +180.7% |
| YTD | +199.5% | +62.3% | +137.1% | +112.9% |
| 1Y | +363.2% | +109.6% | +253.7% | +162.9% |
| 3Y | +496.5% | +573.1% | -76.6% | +22.1% |
| 5Y | +184.8% | +953.6% | -768.8% | -66.6% |
| All | +184.8% | +928.6% | -743.8% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 VRT 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