-28.1%
VXZ vs VT
+128.7%
-156.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.4% |
| 7D | +5.3% | -2.3% | +7.7% | +2.7% |
| 30D | +9.0% | -5.0% | +13.9% | +2.7% |
| 3M | -2.3% | -4.9% | +2.6% | -7.7% |
| 6M | -11.9% | -1.5% | -10.4% | -12.9% |
| YTD | -8.8% | +8.5% | -17.3% | +2.9% |
| 1Y | -15.6% | +11.4% | -27.0% | -1.2% |
| 3Y | -24.0% | +70.1% | -94.1% | +62.2% |
| 5Y | -51.7% | +53.7% | -105.4% | -0.9% |
| All | -28.1% | +128.7% | -156.8% | +211.6% |
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