-31.0%
VXZ price history and return analytics
+140.4%
-171.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -0.3% |
| 7D | +0.3% | -1.1% | +1.4% | -1.0% |
| 30D | -6.1% | -1.0% | -5.1% | -7.2% |
| 3M | -13.3% | +3.2% | -16.4% | -9.7% |
| 6M | -18.7% | +12.5% | -31.1% | -4.8% |
| YTD | -12.6% | +14.1% | -26.6% | +4.5% |
| 1Y | -15.9% | +18.9% | -34.8% | +6.6% |
| 3Y | -26.5% | +74.1% | -100.6% | +62.2% |
| 5Y | -56.0% | +66.9% | -122.8% | -0.2% |
| All | -31.0% | +140.4% | -171.5% | +216.4% |
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