-96.0%
VIXM vs VT
+359.3%
-455.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -0.5% |
| 7D | -2.4% | -0.3% | -2.1% | -2.7% |
| 30D | -0.2% | -1.4% | +1.3% | -2.0% |
| 3M | -11.1% | -1.4% | -9.7% | -12.7% |
| 6M | -19.1% | +5.5% | -24.5% | -12.3% |
| YTD | -16.0% | +12.8% | -28.9% | +1.3% |
| 1Y | -22.9% | +15.4% | -38.3% | -3.5% |
| 3Y | -32.7% | +76.9% | -109.5% | +68.3% |
| 5Y | -56.8% | +60.4% | -117.3% | +2.6% |
| 10Y | -72.5% | +232.8% | -305.3% | +147.9% |
| All | -96.0% | +359.3% | -455.2% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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