-98.9%
VXX vs Z
-29.1%
-69.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.8% | +5.9% | +1.8% |
| 7D | +7.2% | -11.6% | +18.7% | +1.2% |
| 30D | -5.8% | -8.5% | +2.6% | -9.3% |
| 3M | -29.0% | -7.9% | -21.1% | -31.1% |
| 6M | -44.0% | -29.1% | -14.9% | -51.4% |
| YTD | -28.7% | -54.2% | +25.5% | -49.3% |
| 1Y | -45.2% | -63.5% | +18.4% | -64.7% |
| 3Y | -77.8% | -38.6% | -39.2% | -77.9% |
| 5Y | -95.6% | -66.0% | -29.7% | -96.1% |
| All | -98.9% | -29.1% | -69.8% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling