-15.7%
VXZ vs VOO
+17.3%
-33.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | -0.1% |
| 7D | +1.0% | -2.0% | +3.0% | -0.9% |
| 30D | -5.6% | -1.7% | -3.9% | -7.1% |
| 3M | -13.6% | +4.7% | -18.4% | -9.0% |
| 6M | -18.7% | +12.6% | -31.3% | -5.3% |
| YTD | -11.3% | +11.8% | -23.1% | +2.8% |
| 1Y | -15.7% | +17.5% | -33.2% | +3.0% |
| All | -15.7% | +17.3% | -33.0% | +3.0% |
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