+183.8%
VXUS vs SPXL
+4,770.7%
-4,586.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | +2.2% | -0.9% | +3.1% | +2.4% |
| 3M | +3.0% | +2.0% | +0.9% | +2.0% |
| 6M | +10.7% | +33.5% | -22.9% | +0.9% |
| YTD | +17.8% | +32.2% | -14.3% | +7.5% |
| 1Y | +27.6% | +48.9% | -21.3% | +11.9% |
| 3Y | +73.3% | +222.9% | -149.5% | +13.9% |
| 5Y | +54.3% | +140.7% | -86.4% | +2.3% |
| 10Y | +149.8% | +1,192.7% | -1,042.8% | -23.3% |
| All | +183.8% | +4,770.7% | -4,586.9% | -55.4% |
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