-30.6%
VXZ vs SPY
+207.0%
-237.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +0.3% |
| 7D | -1.0% | +0.5% | -1.5% | -0.3% |
| 30D | -6.5% | -0.9% | -5.5% | -7.5% |
| 3M | -12.8% | +3.9% | -16.7% | -8.5% |
| 6M | -19.1% | +14.5% | -33.6% | -3.9% |
| YTD | -12.1% | +12.9% | -25.0% | +3.0% |
| 1Y | -16.6% | +19.4% | -36.0% | +5.0% |
| 3Y | -27.0% | +78.5% | -105.5% | +61.0% |
| 5Y | -54.6% | +81.8% | -136.4% | +10.6% |
| All | -30.6% | +207.0% | -237.7% | +262.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling