-28.9%
VXZ vs VT
+128.2%
-157.1%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -4.1% | +10.7% | +1.6% |
| 7D | +5.6% | -4.2% | +9.8% | +0.5% |
| 30D | +7.8% | -5.8% | +13.6% | +0.5% |
| 3M | -3.4% | -5.2% | +1.8% | -9.2% |
| 6M | -13.8% | +0.1% | -13.9% | -12.9% |
| YTD | -9.9% | +8.2% | -18.1% | +1.5% |
| 1Y | -15.4% | +10.1% | -25.5% | -2.4% |
| 3Y | -26.5% | +69.7% | -96.1% | +56.5% |
| 5Y | -52.2% | +53.4% | -105.6% | -2.3% |
| All | -28.9% | +128.2% | -157.1% | +207.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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