+7,605.0%
SPXL vs VCLT
+103.3%
+7,501.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.6% | -1.6% |
| 7D | +1.5% | +0.3% | +1.1% | +1.3% |
| 30D | -3.7% | -0.6% | -3.1% | -3.4% |
| 3M | +8.1% | -2.2% | +10.4% | +9.5% |
| 6M | +39.0% | -2.9% | +41.9% | +41.7% |
| YTD | +29.9% | -2.1% | +32.0% | +31.9% |
| 1Y | +46.6% | -2.6% | +49.2% | +49.3% |
| 3Y | +230.5% | +12.5% | +218.0% | +217.5% |
| 5Y | +140.2% | -15.3% | +155.4% | +136.3% |
| 10Y | +1,168.8% | +16.6% | +1,152.1% | +1,324.5% |
| All | +7,605.0% | +103.3% | +7,501.6% | +21,729.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling