-51.1%
VXX vs ZCMD
-99.9%
+48.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -3.0% | -6.6% | -9.7% |
| 7D | -4.1% | -13.3% | +9.2% | -4.3% |
| 30D | -0.8% | -49.6% | +48.8% | -2.0% |
| 3M | -19.8% | -54.6% | +34.8% | -20.7% |
| 6M | -40.5% | -99.8% | +59.3% | -46.5% |
| YTD | -35.5% | -99.9% | +64.3% | -42.5% |
| 1Y | -51.1% | -99.9% | +48.8% | -56.8% |
| All | -51.1% | -99.9% | +48.8% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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