-26.7%
ZTS vs VXX
-51.0%
+24.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.6% | +17.1% | +6.3% |
| 7D | +15.4% | -4.1% | +19.5% | +14.9% |
| 30D | +25.8% | -0.8% | +26.6% | +25.7% |
| 3M | +18.1% | -19.8% | +37.9% | +14.9% |
| 6M | -19.7% | -40.5% | +20.7% | -25.4% |
| YTD | -27.5% | -35.5% | +8.0% | -31.3% |
| 1Y | -26.7% | -51.1% | +24.4% | -33.4% |
| All | -26.7% | -51.0% | +24.3% | -33.4% |
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