-61.1%
VXX vs ZYBT
-58.9%
-2.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -4.3% |
| 7D | +2.0% | -3.7% | +5.7% | +2.0% |
| 30D | -7.1% | 0.0% | -7.1% | -7.1% |
| 3M | -28.6% | +72.2% | -100.9% | -27.1% |
| 6M | -44.0% | +103.1% | -147.1% | -41.4% |
| YTD | -31.7% | +34.8% | -66.5% | -29.7% |
| 1Y | -46.3% | -83.2% | +36.8% | -49.4% |
| All | -61.1% | -58.9% | -2.2% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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