+2,723.0%
VRT vs SPXL
+539.1%
+2,184.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.9% |
| 7D | +9.1% | +0.1% | +9.1% | +9.1% |
| 30D | +0.9% | -0.9% | +1.8% | +1.3% |
| 3M | -13.4% | +2.0% | -15.4% | -13.7% |
| 6M | +11.7% | +33.5% | -21.8% | -2.1% |
| YTD | +73.2% | +32.2% | +41.1% | +52.8% |
| 1Y | +123.4% | +48.9% | +74.5% | +87.6% |
| 3Y | +606.2% | +222.9% | +383.3% | +338.2% |
| 5Y | +899.9% | +140.7% | +759.2% | +556.3% |
| All | +2,723.0% | +539.1% | +2,184.0% | +1,189.1% |
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