+22.4%
ZM vs VXX
-51.1%
+73.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.3% |
| 7D | +2.9% | -3.5% | +6.4% | +2.6% |
| 30D | +0.7% | -13.6% | +14.3% | -0.7% |
| 3M | -3.7% | -24.6% | +20.9% | -6.0% |
| 6M | +29.9% | -39.9% | +69.7% | +24.8% |
| YTD | +17.4% | -33.1% | +50.5% | +15.7% |
| 1Y | +22.4% | -49.9% | +72.3% | +16.4% |
| All | +22.4% | -51.1% | +73.5% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling