+113.0%
VWO vs SPXL
+1,271.9%
-1,158.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | 0.0% |
| 7D | -1.8% | -2.5% | +0.8% | -1.1% |
| 30D | -0.1% | -4.2% | +4.1% | +1.0% |
| 3M | +2.2% | +8.1% | -5.9% | -0.1% |
| 6M | +8.8% | +35.6% | -26.9% | -0.2% |
| YTD | +12.4% | +28.8% | -16.4% | +4.4% |
| 1Y | +15.6% | +39.8% | -24.2% | +4.7% |
| 3Y | +62.5% | +221.4% | -158.9% | +12.6% |
| 5Y | +34.3% | +146.9% | -112.7% | -7.2% |
| All | +113.0% | +1,271.9% | -1,158.8% | -28.9% |
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