-94.5%
VIXY vs VT
+57.0%
-151.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.7% | +1.5% |
| 7D | -14.7% | +2.4% | -17.0% | -6.8% |
| 30D | +8.5% | -1.5% | +10.0% | +9.0% |
| 3M | -4.9% | -4.1% | -0.8% | -11.7% |
| 6M | -34.4% | +0.6% | -34.9% | -27.1% |
| YTD | -30.0% | +11.0% | -41.1% | +14.4% |
| 1Y | -47.5% | +13.3% | -60.8% | -7.1% |
| 3Y | -77.3% | +73.4% | -150.7% | +106.7% |
| All | -94.5% | +57.0% | -151.6% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling