-49.9%
VXX vs Z
-58.8%
+8.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | 0.0% |
| 7D | -3.5% | -3.0% | -0.5% | -4.1% |
| 30D | -13.6% | -4.2% | -9.4% | -14.4% |
| 3M | -24.6% | -3.7% | -20.9% | -25.3% |
| 6M | -39.9% | -24.5% | -15.4% | -44.4% |
| YTD | -33.1% | -49.3% | +16.2% | -44.7% |
| 1Y | -49.9% | -58.7% | +8.8% | -59.8% |
| All | -49.9% | -58.8% | +8.9% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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