-95.7%
VXX vs ZCMD
-100.0%
+4.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.0% | +2.8% | -4.4% |
| 7D | +2.0% | -5.4% | +7.4% | +1.9% |
| 30D | -7.1% | -24.8% | +17.7% | -7.3% |
| 3M | -28.6% | -62.8% | +34.1% | -28.2% |
| 6M | -44.0% | -99.5% | +55.5% | -44.6% |
| YTD | -31.7% | -99.8% | +68.0% | -32.6% |
| 1Y | -46.3% | -99.9% | +53.6% | -46.9% |
| 3Y | -78.3% | -100.0% | +21.7% | -78.5% |
| All | -95.7% | -100.0% | +4.3% | -95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling