-55.0%
VXZ vs VOO
+81.6%
-136.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | -0.3% |
| 7D | 0.0% | -0.4% | +0.3% | -0.5% |
| 30D | -6.4% | -1.4% | -5.0% | -7.9% |
| 3M | -13.1% | +3.7% | -16.8% | -8.8% |
| 6M | -17.5% | +13.0% | -30.5% | -2.7% |
| YTD | -11.8% | +12.4% | -24.2% | +3.7% |
| 1Y | -16.1% | +18.6% | -34.7% | +6.3% |
| 3Y | -26.8% | +78.1% | -104.9% | +64.2% |
| 5Y | -55.0% | +82.3% | -137.3% | +5.7% |
| All | -55.0% | +81.6% | -136.6% | +5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling