-100.0%
VIXY vs VT
+369.5%
-469.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.4% |
| YTD | -33.7% | +15.3% | -49.0% | +14.3% |
| 1Y | -50.7% | +22.6% | -73.3% | +6.9% |
| 3Y | -80.0% | +74.7% | -154.6% | +94.3% |
| 5Y | -95.8% | +66.1% | -162.0% | -52.2% |
| 10Y | -99.8% | +225.0% | -324.8% | -54.3% |
| All | -100.0% | +369.5% | -469.5% | -95.1% |
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