-22.3%
VXZ vs VOO
+14.7%
-37.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -1.4% |
| 7D | -2.5% | -0.7% | -1.8% | -3.1% |
| 30D | -0.2% | -1.1% | +0.9% | -1.0% |
| 3M | -10.8% | -0.3% | -10.5% | -10.9% |
| 6M | -18.5% | +7.4% | -25.8% | -11.3% |
| YTD | -15.5% | +13.4% | -28.8% | -0.4% |
| 1Y | -22.3% | +14.8% | -37.1% | -6.6% |
| All | -22.3% | +14.7% | -37.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 1y: compounded portfolio wealth divided by compounded VOO 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…
1y analysis · Full analysis span regression · 6 months rolling