+4,921.3%
SOXL vs VTRS
-48.4%
+4,969.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.4% | +4.6% |
| 7D | +3.9% | -2.2% | +6.1% | +5.8% |
| 30D | -14.3% | +3.3% | -17.6% | -16.8% |
| 3M | -45.6% | +2.0% | -47.6% | -49.0% |
| 6M | +117.2% | +19.9% | +97.2% | +76.1% |
| YTD | +189.8% | +35.7% | +154.1% | +110.6% |
| 1Y | +317.7% | +68.1% | +249.6% | +148.8% |
| 3Y | +478.6% | +87.1% | +391.5% | +208.9% |
| 5Y | +169.5% | +47.6% | +121.9% | +76.4% |
| All | +4,921.3% | -48.4% | +4,969.6% | +6,512.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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