-25.5%
VXZ price history and return analytics
+72.7%
-98.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | -0.7% |
| 7D | +1.0% | -2.0% | +3.0% | -1.8% |
| 30D | -5.6% | -1.4% | -4.2% | -7.5% |
| 3M | -13.6% | +4.7% | -18.4% | -7.3% |
| 6M | -18.7% | +11.4% | -30.1% | -3.2% |
| YTD | -11.3% | +13.1% | -24.4% | +8.8% |
| 1Y | -15.7% | +19.0% | -34.7% | +13.5% |
| All | -25.5% | +72.7% | -98.2% | +104.3% |
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