-78.1%
VIXY price history and return analytics
+74.1%
-152.2%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +2.6% | -16.0% | -3.4% |
| 7D | -1.2% | +0.4% | -1.6% | +4.9% |
| 30D | +11.7% | -2.6% | +14.3% | +7.2% |
| 3M | -6.9% | -3.2% | -3.7% | -12.4% |
| 6M | -32.7% | +0.9% | -33.6% | -23.9% |
| YTD | -29.0% | +11.3% | -40.3% | +26.2% |
| 1Y | -45.9% | +14.0% | -59.9% | +7.6% |
| 3Y | -78.1% | +75.8% | -153.9% | +119.8% |
| All | -78.1% | +74.1% | -152.2% | +119.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling