+384.5%
ALAB vs VXX
-66.1%
+450.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +4.8% |
| 7D | +9.6% | +1.6% | +8.1% | +10.4% |
| 30D | -5.3% | -9.5% | +4.2% | -9.0% |
| 3M | -12.0% | -27.3% | +15.2% | -21.1% |
| 6M | +145.7% | -43.3% | +189.0% | +105.0% |
| YTD | +80.7% | -30.9% | +111.5% | +66.7% |
| 1Y | +40.1% | -47.2% | +87.3% | +19.9% |
| All | +384.5% | -66.1% | +450.6% | +345.3% |
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