-0.6%
ZTS vs VXX
-99.0%
+98.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.4% | -0.6% |
| 7D | -3.7% | +2.0% | -5.7% | -3.4% |
| 30D | -0.8% | -7.1% | +6.3% | -1.9% |
| 3M | -9.7% | -28.6% | +18.9% | -14.4% |
| 6M | -38.4% | -44.0% | +5.6% | -43.4% |
| YTD | -41.1% | -31.7% | -9.4% | -43.7% |
| 1Y | -50.6% | -46.3% | -4.3% | -54.2% |
| 3Y | -59.1% | -78.3% | +19.1% | -64.3% |
| 5Y | -62.7% | -95.8% | +33.1% | -73.9% |
| All | -0.6% | -99.0% | +98.4% | -35.0% |
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