-54.9%
VXZ vs SPY
+82.0%
-136.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -1.2% |
| 7D | -2.7% | +0.1% | -2.8% | -2.6% |
| 30D | -6.6% | +0.1% | -6.7% | -6.5% |
| 3M | -13.4% | +2.0% | -15.4% | -11.1% |
| 6M | -15.2% | +13.0% | -28.3% | -0.2% |
| YTD | -12.9% | +13.5% | -26.4% | +3.6% |
| 1Y | -17.9% | +20.0% | -37.8% | +5.3% |
| 3Y | -28.9% | +77.2% | -106.0% | +58.3% |
| All | -54.9% | +82.0% | -136.9% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling