+219.2%
VT vs SPXL
+1,078.5%
-859.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.1% |
| 7D | -0.1% | -2.9% | +2.7% | +0.5% |
| 30D | -3.1% | -12.4% | +9.3% | +0.7% |
| 3M | -3.5% | -11.8% | +8.3% | -0.1% |
| 6M | +0.5% | -1.4% | +1.9% | 0.0% |
| YTD | +10.8% | +19.0% | -8.2% | +3.4% |
| 1Y | +11.9% | +18.0% | -6.1% | +4.6% |
| 3Y | +73.0% | +220.0% | -147.0% | +12.9% |
| 5Y | +58.6% | +102.6% | -44.0% | +10.8% |
| 10Y | +219.2% | +1,087.3% | -868.1% | +5.2% |
| All | +219.2% | +1,078.5% | -859.4% | +5.2% |
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