-100.0%
VIXY vs VT
+359.3%
-459.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +1.7% | -11.4% | -4.3% |
| 7D | -3.9% | -0.3% | -3.6% | -4.0% |
| 30D | -1.1% | -1.4% | +0.3% | -4.1% |
| 3M | -20.0% | -1.4% | -18.6% | -21.9% |
| 6M | -41.0% | +5.5% | -46.4% | -26.9% |
| YTD | -36.2% | +12.8% | -49.0% | +4.6% |
| 1Y | -51.7% | +15.4% | -67.2% | -13.4% |
| 3Y | -80.7% | +76.9% | -157.5% | +92.1% |
| 5Y | -95.0% | +60.4% | -155.4% | -49.0% |
| 10Y | -99.8% | +232.8% | -332.6% | -57.2% |
| All | -100.0% | +359.3% | -459.3% | -95.6% |
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