+54.1%
ZM vs VXX
-98.9%
+153.1%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.6% |
| 7D | -5.7% | +2.0% | -7.7% | -5.4% |
| 30D | -9.1% | -7.1% | -2.0% | -10.1% |
| 3M | +3.5% | -28.6% | +32.2% | -1.6% |
| 6M | +25.7% | -44.0% | +69.7% | +15.6% |
| YTD | +10.8% | -31.7% | +42.5% | +6.1% |
| 1Y | +12.8% | -46.3% | +59.1% | +4.8% |
| 3Y | +33.1% | -78.3% | +111.4% | +18.0% |
| 5Y | -68.3% | -95.8% | +27.5% | -76.6% |
| All | +54.1% | -98.9% | +153.1% | +12.3% |
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