+1,857.1%
VRTX vs SPXL
+7,063.6%
-5,206.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -1.6% | +7.4% | -9.0% | -3.8% |
| 30D | +8.0% | -7.8% | +15.9% | +10.1% |
| 3M | +4.3% | -11.9% | +16.2% | +7.5% |
| 6M | +18.9% | -1.7% | +20.6% | +17.6% |
| YTD | +18.8% | +20.8% | -2.0% | +9.4% |
| 1Y | +24.0% | +25.0% | -1.0% | +12.7% |
| 3Y | +42.1% | +226.1% | -184.0% | -10.8% |
| 5Y | +187.6% | +101.1% | +86.5% | +91.5% |
| 10Y | +485.4% | +1,112.6% | -627.1% | +66.3% |
| All | +1,857.1% | +7,063.6% | -5,206.5% | +141.0% |
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