+221.4%
SPXL vs VCLT
+11.4%
+210.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.5% | -1.4% | -1.2% | -0.5% |
| 30D | -4.2% | -1.2% | -3.1% | -2.4% |
| 3M | +8.1% | -4.8% | +12.9% | +16.6% |
| 6M | +35.6% | -2.6% | +38.2% | +42.4% |
| YTD | +28.8% | -3.3% | +32.1% | +36.7% |
| 1Y | +39.8% | -4.8% | +44.6% | +51.7% |
| 3Y | +221.4% | +11.5% | +209.9% | +179.1% |
| All | +221.4% | +11.4% | +210.0% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling