-33.7%
ALB vs VXX
-78.4%
+44.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -4.7% |
| 7D | -6.6% | +2.0% | -8.6% | -6.1% |
| 30D | -8.1% | -7.1% | -1.0% | -10.0% |
| 3M | -25.7% | -28.6% | +3.0% | -32.2% |
| 6M | -29.5% | -44.0% | +14.5% | -39.1% |
| YTD | -16.2% | -31.7% | +15.5% | -22.1% |
| 1Y | +59.2% | -46.3% | +105.6% | +40.5% |
| 3Y | -33.7% | -78.3% | +44.5% | -44.2% |
| All | -33.7% | -78.4% | +44.7% | -44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling