+369.5%
ALAB vs VXX
-66.5%
+436.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.6% | +0.5% |
| 7D | -6.2% | +2.0% | -8.2% | -5.2% |
| 30D | -8.7% | -7.1% | -1.6% | -11.2% |
| 3M | -20.7% | -28.6% | +7.9% | -29.6% |
| 6M | +133.5% | -44.0% | +177.5% | +93.6% |
| YTD | +75.1% | -31.7% | +106.8% | +60.9% |
| 1Y | +25.0% | -46.3% | +71.4% | +7.8% |
| All | +369.5% | -66.5% | +436.0% | +329.8% |
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