+239.5%
ZETA vs VXX
-96.6%
+336.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.0% | -2.8% |
| 7D | -3.7% | +2.0% | -5.7% | -3.0% |
| 30D | +5.7% | -7.1% | +12.8% | +3.2% |
| 3M | +50.4% | -28.6% | +79.1% | +34.2% |
| 6M | +65.5% | -44.0% | +109.4% | +38.5% |
| YTD | +48.3% | -31.7% | +80.0% | +36.6% |
| 1Y | +45.4% | -46.3% | +91.7% | +26.5% |
| 3Y | +270.8% | -78.3% | +349.0% | +198.4% |
| 5Y | +336.1% | -95.8% | +432.0% | +116.6% |
| All | +239.5% | -96.6% | +336.0% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 10y: compounded portfolio wealth divided by compounded VXX 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…
10y analysis · Full analysis span regression · 6 months rolling