-30.6%
VXZ price history and return analytics
+141.9%
-172.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +0.3% |
| 7D | -1.0% | +1.0% | -2.0% | +0.3% |
| 30D | -6.5% | -0.2% | -6.2% | -6.7% |
| 3M | -12.8% | +4.5% | -17.3% | -7.6% |
| 6M | -19.1% | +14.1% | -33.2% | -3.7% |
| YTD | -12.1% | +14.8% | -26.8% | +6.0% |
| 1Y | -16.6% | +21.2% | -37.8% | +8.2% |
| 3Y | -27.0% | +76.6% | -103.6% | +63.8% |
| 5Y | -54.6% | +66.6% | -121.2% | +2.6% |
| All | -30.6% | +141.9% | -172.5% | +220.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling