-38.6%
ZS vs VXX
-95.6%
+57.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.6% |
| 7D | -3.1% | +2.0% | -5.1% | -2.5% |
| 30D | -7.2% | -7.1% | -0.1% | -8.9% |
| 3M | +30.5% | -28.6% | +59.1% | +19.0% |
| 6M | +7.0% | -44.0% | +51.0% | -8.7% |
| YTD | -26.8% | -31.7% | +4.9% | -32.6% |
| 1Y | -42.6% | -46.3% | +3.7% | -50.1% |
| 3Y | -0.3% | -78.3% | +78.0% | -20.9% |
| All | -38.6% | -95.6% | +57.1% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling