-31.3%
VXZ vs VOO
+210.4%
-241.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -1.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.6% |
| 30D | -6.6% | +0.1% | -6.7% | -6.5% |
| 3M | -13.4% | +2.0% | -15.5% | -11.1% |
| 6M | -15.2% | +13.0% | -28.3% | -1.0% |
| YTD | -12.9% | +13.6% | -26.4% | +2.7% |
| 1Y | -17.9% | +20.1% | -38.0% | +4.0% |
| 3Y | -28.9% | +77.6% | -106.4% | +54.6% |
| 5Y | -54.5% | +82.4% | -136.9% | +10.3% |
| All | -31.3% | +210.4% | -241.7% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling