+165.8%
VXUS vs SPXL
+4,407.8%
-4,242.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | +2.3% | +9.6% | -7.2% | -0.5% |
| 30D | -2.2% | -9.8% | +7.5% | +0.4% |
| 3M | -5.4% | -9.1% | +3.7% | -3.2% |
| 6M | -1.2% | +1.1% | -2.4% | -2.4% |
| YTD | +10.4% | +22.3% | -11.9% | +2.6% |
| 1Y | +11.8% | +20.3% | -8.4% | +4.3% |
| 3Y | +68.4% | +229.0% | -160.6% | +9.9% |
| 5Y | +45.9% | +103.6% | -57.7% | +1.7% |
| 10Y | +144.7% | +1,127.6% | -982.8% | -23.9% |
| All | +165.8% | +4,407.8% | -4,242.0% | -57.5% |
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 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