+269.5%
SPXL vs VLTO
+23.4%
+246.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.8% |
| 7D | -6.0% | -4.5% | -1.5% | -2.4% |
| 30D | -5.8% | -4.6% | -1.2% | -2.2% |
| 3M | +10.9% | +13.3% | -2.4% | -2.2% |
| 6M | +31.9% | +2.1% | +29.8% | +27.5% |
| YTD | +25.8% | -6.1% | +31.8% | +31.1% |
| 1Y | +39.8% | -11.4% | +51.1% | +53.8% |
| All | +269.5% | +23.4% | +246.1% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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