+13.2%
ALB vs VXX
-99.0%
+112.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -4.6% |
| 7D | -6.6% | +2.0% | -8.6% | -6.1% |
| 30D | -8.1% | -7.1% | -1.0% | -9.9% |
| 3M | -25.7% | -28.6% | +3.0% | -32.1% |
| 6M | -29.5% | -44.0% | +14.5% | -38.9% |
| YTD | -16.2% | -31.7% | +15.5% | -22.0% |
| 1Y | +59.2% | -46.3% | +105.6% | +41.1% |
| 3Y | -33.7% | -78.3% | +44.5% | -44.3% |
| 5Y | -48.1% | -95.8% | +47.7% | -68.0% |
| All | +13.2% | -99.0% | +112.2% | -35.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling