-32.4%
VXZ vs VOO
+207.0%
-239.4%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -0.1% |
| 7D | +1.3% | -0.9% | +2.3% | +0.7% |
| 30D | +2.3% | -2.3% | +4.7% | 0.0% |
| 3M | -8.8% | -1.2% | -7.6% | -9.4% |
| 6M | -18.1% | +3.3% | -21.4% | -14.1% |
| YTD | -14.3% | +12.3% | -26.7% | +0.2% |
| 1Y | -19.8% | +12.5% | -32.3% | -5.7% |
| 3Y | -26.7% | +79.2% | -105.9% | +60.4% |
| 5Y | -54.8% | +75.7% | -130.5% | +5.1% |
| All | -32.4% | +207.0% | -239.4% | +245.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling