+96.3%
VTR vs SPXL
+1,271.9%
-1,175.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | -0.3% | -2.5% | +2.2% | +0.4% |
| 30D | +1.1% | -4.2% | +5.3% | +2.3% |
| 3M | +7.9% | +8.1% | -0.2% | +4.6% |
| 6M | +6.2% | +35.6% | -29.4% | -4.9% |
| YTD | +17.7% | +28.8% | -11.1% | +6.7% |
| 1Y | +32.9% | +39.8% | -6.9% | +16.4% |
| 3Y | +129.7% | +221.4% | -91.7% | +41.7% |
| 5Y | +89.3% | +146.9% | -57.6% | +15.9% |
| All | +96.3% | +1,271.9% | -1,175.5% | -34.5% |
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