-28.1%
VXZ vs SPY
+195.5%
-223.5%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.5% |
| 7D | +5.3% | -2.7% | +8.0% | +2.3% |
| 30D | +9.0% | -5.4% | +14.4% | +2.4% |
| 3M | -2.3% | -4.1% | +1.8% | -6.6% |
| 6M | -11.9% | +0.7% | -12.6% | -10.5% |
| YTD | -8.8% | +8.7% | -17.5% | +2.5% |
| 1Y | -15.6% | +10.9% | -26.5% | -2.5% |
| 3Y | -24.0% | +75.0% | -99.0% | +63.2% |
| 5Y | -51.7% | +67.8% | -119.4% | +7.3% |
| All | -28.1% | +195.5% | -223.5% | +260.7% |
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