+2,397.0%
VRT vs SPXL
+508.1%
+1,888.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -4.7% |
| 7D | -7.7% | -6.0% | -1.7% | -4.9% |
| 30D | -12.0% | -5.8% | -6.2% | -9.3% |
| 3M | -11.7% | +10.9% | -22.5% | -15.4% |
| 6M | -8.1% | +31.9% | -40.0% | -18.9% |
| YTD | +53.2% | +25.8% | +27.5% | +38.6% |
| 1Y | +81.7% | +39.8% | +41.9% | +57.3% |
| 3Y | +535.3% | +219.9% | +315.4% | +297.9% |
| 5Y | +916.4% | +141.1% | +775.3% | +574.5% |
| All | +2,397.0% | +508.1% | +1,888.9% | +1,068.6% |
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