+243.8%
ZETA vs VXX
-96.4%
+340.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.7% | +1.6% |
| 7D | -6.5% | +7.2% | -13.6% | -4.1% |
| 30D | +4.8% | -5.8% | +10.7% | +2.8% |
| 3M | +53.3% | -29.0% | +82.4% | +36.5% |
| 6M | +66.8% | -44.0% | +110.8% | +39.6% |
| YTD | +50.2% | -28.7% | +78.8% | +40.5% |
| 1Y | +62.0% | -45.2% | +107.2% | +42.2% |
| 3Y | +276.4% | -77.8% | +354.2% | +204.9% |
| 5Y | +341.6% | -95.6% | +437.3% | +122.8% |
| All | +243.8% | -96.4% | +340.2% | +71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling