-100.0%
VIXY vs VT
+340.5%
-440.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +29.7% | -4.1% | +33.8% | +16.7% |
| 7D | +27.4% | -4.2% | +31.5% | +15.2% |
| 30D | +31.8% | -5.8% | +37.6% | +13.6% |
| 3M | +7.3% | -5.2% | +12.6% | -5.2% |
| 6M | -23.4% | +0.1% | -23.5% | -17.4% |
| YTD | -17.2% | +8.2% | -25.5% | +22.0% |
| 1Y | -34.9% | +10.1% | -45.0% | +3.2% |
| 3Y | -74.9% | +69.7% | -144.6% | +124.2% |
| 5Y | -93.8% | +53.4% | -147.1% | -43.0% |
| 10Y | -99.8% | +219.2% | -319.0% | -50.1% |
| All | -100.0% | +340.5% | -440.5% | -94.8% |
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 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