-99.8%
VIXY vs VT
+224.5%
-324.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | -3.7% | +0.4% | -4.2% | -2.3% |
| 30D | -14.0% | +1.0% | -15.0% | -11.2% |
| 3M | -25.0% | +2.4% | -27.4% | -17.0% |
| 6M | -40.4% | +12.0% | -52.4% | -8.1% |
| YTD | -33.7% | +15.3% | -49.0% | +14.8% |
| 1Y | -50.7% | +22.6% | -73.3% | +7.5% |
| 3Y | -80.0% | +74.7% | -154.6% | +95.0% |
| 5Y | -95.8% | +66.1% | -162.0% | -53.0% |
| All | -99.8% | +224.5% | -324.3% | -45.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling