+24.5%
ALAB vs VXX
-51.0%
+75.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.6% | +5.2% | -10.7% |
| 7D | -24.9% | -4.1% | -20.8% | -26.2% |
| 30D | -38.4% | -0.8% | -37.6% | -37.2% |
| 3M | -38.3% | -19.8% | -18.5% | -44.4% |
| 6M | +10.9% | -40.5% | +51.4% | -10.4% |
| YTD | +34.2% | -35.5% | +69.8% | +19.3% |
| 1Y | +24.5% | -51.1% | +75.6% | -7.9% |
| All | +24.5% | -51.0% | +75.6% | -7.9% |
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