-99.0%
VXX vs ZBRA
+182.9%
-281.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.8% | -6.1% | -2.8% |
| 7D | +2.0% | -3.4% | +5.4% | -0.8% |
| 30D | -7.1% | -7.4% | +0.3% | -12.6% |
| 3M | -28.6% | +57.5% | -86.1% | +7.1% |
| 6M | -44.0% | +64.0% | -108.0% | -10.2% |
| YTD | -31.7% | +44.3% | -76.0% | 0.0% |
| 1Y | -46.3% | +10.9% | -57.2% | -35.9% |
| 3Y | -78.3% | +37.5% | -115.8% | -58.1% |
| 5Y | -95.8% | -39.7% | -56.2% | -95.5% |
| All | -99.0% | +182.9% | -281.9% | -92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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