-97.9%
VTIX vs SPY
+6.4%
-104.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.4% | +0.1% | +4.6% |
| 7D | -14.5% | -4.7% | -9.8% | -5.6% |
| 30D | -56.1% | -5.9% | -50.2% | -49.9% |
| 3M | -70.7% | -4.5% | -66.1% | -67.3% |
| 6M | -86.4% | +1.8% | -88.2% | -86.4% |
| All | -97.9% | +6.4% | -104.3% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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