+1,884.4%
VRTX vs SPXL
+7,736.1%
-5,851.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.7% |
| 7D | +0.8% | +0.1% | +0.8% | +0.8% |
| 30D | +12.6% | -0.9% | +13.5% | +12.9% |
| 3M | +23.6% | +2.0% | +21.6% | +21.9% |
| 6M | +14.3% | +33.5% | -19.2% | +3.1% |
| YTD | +20.5% | +32.2% | -11.7% | +8.7% |
| 1Y | +37.6% | +48.9% | -11.3% | +19.0% |
| 3Y | +55.5% | +222.9% | -167.3% | -1.5% |
| 5Y | +175.7% | +140.7% | +35.0% | +74.0% |
| 10Y | +474.2% | +1,192.7% | -718.5% | +61.5% |
| All | +1,884.4% | +7,736.1% | -5,851.6% | +139.7% |
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