+6.7%
SOXL vs VRT
+688.8%
-682.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -2.5% |
| 7D | +60.3% | +18.6% | +41.7% | +34.6% |
| 30D | -48.6% | -11.7% | -37.0% | -35.1% |
| 3M | -53.9% | -27.3% | -26.6% | -26.5% |
| 6M | -62.0% | -42.9% | -19.1% | -11.6% |
| YTD | +56.0% | +29.5% | +26.5% | +59.8% |
| 1Y | +50.0% | +21.0% | +29.0% | +68.3% |
| 3Y | +223.8% | +403.1% | -179.3% | +0.8% |
| 5Y | +6.7% | +688.8% | -682.1% | -77.8% |
| All | +6.7% | +688.8% | -682.1% | -77.8% |
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