+96.1%
VCIT vs SPXL
+6,562.3%
-6,466.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +0.1% | -8.7% | +8.8% | +0.2% |
| 30D | +1.9% | -16.9% | +18.8% | +2.2% |
| 3M | -1.4% | -15.2% | +13.7% | -1.2% |
| 6M | -2.1% | -5.5% | +3.4% | -2.1% |
| YTD | -1.6% | +12.4% | -14.1% | -1.9% |
| 1Y | -0.9% | +16.9% | -17.8% | -1.3% |
| 3Y | +20.0% | +211.8% | -191.8% | +17.4% |
| 5Y | +3.1% | +85.6% | -82.5% | +0.8% |
| 10Y | +28.7% | +1,159.4% | -1,130.7% | +26.9% |
| All | +96.1% | +6,562.3% | -6,466.2% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXL.
Daily Out/Under-Performance
Portfolio return minus SPXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXL 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 SPXL 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