+1,934.0%
VRT vs SPXL
+484.2%
+1,449.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.0% |
| 7D | +10.5% | +7.4% | +3.1% | +6.9% |
| 30D | -9.3% | -7.8% | -1.5% | -5.3% |
| 3M | -29.6% | -11.9% | -17.7% | -24.7% |
| 6M | -45.4% | -1.7% | -43.6% | -44.3% |
| YTD | +24.8% | +20.8% | +4.0% | +15.6% |
| 1Y | +23.6% | +25.0% | -1.4% | +13.1% |
| 3Y | +379.7% | +226.1% | +153.5% | +200.5% |
| 5Y | +660.3% | +101.1% | +559.2% | +437.3% |
| All | +1,934.0% | +484.2% | +1,449.8% | +875.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling