+1,238.2%
VST vs SPXL
+1,214.2%
+24.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | +9.9% | +1.5% | +8.4% | +9.3% |
| 30D | +7.9% | -3.7% | +11.6% | +9.3% |
| 3M | +3.4% | +8.1% | -4.7% | +0.2% |
| 6M | -4.1% | +39.0% | -43.1% | -15.4% |
| YTD | -5.7% | +29.9% | -35.6% | -14.8% |
| 1Y | -18.9% | +46.6% | -65.5% | -29.7% |
| 3Y | +359.1% | +230.5% | +128.5% | +209.5% |
| 5Y | +766.9% | +140.2% | +626.7% | +493.0% |
| All | +1,238.2% | +1,214.2% | +24.0% | +405.5% |
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