-50.7%
VIXY price history and return analytics
+23.3%
-74.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | -3.7% | +0.4% | -4.2% | -2.3% |
| 30D | -14.0% | +1.0% | -15.0% | -11.2% |
| 3M | -25.0% | +2.4% | -27.4% | -17.2% |
| 6M | -40.4% | +12.0% | -52.4% | -5.8% |
| YTD | -33.7% | +15.3% | -49.0% | +19.9% |
| 1Y | -50.7% | +22.6% | -73.3% | +8.2% |
| All | -50.7% | +23.3% | -74.0% | +8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling