-95.7%
VXX vs ZBH
-28.6%
-67.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.6% |
| 7D | +2.0% | -4.7% | +6.6% | -1.0% |
| 30D | -7.1% | -4.5% | -2.6% | -9.6% |
| 3M | -28.6% | +7.6% | -36.2% | -24.7% |
| 6M | -44.0% | +0.3% | -44.3% | -43.1% |
| YTD | -31.7% | +4.5% | -36.3% | -28.4% |
| 1Y | -46.3% | -9.4% | -37.0% | -49.0% |
| 3Y | -78.3% | -21.5% | -56.8% | -80.4% |
| All | -95.7% | -28.6% | -67.0% | -95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 5y: compounded portfolio wealth divided by compounded ZBH 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…
5y analysis · Full analysis span regression · 6 months rolling