-45.4%
ALB vs VXX
-95.6%
+50.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.3% | +0.9% | -4.8% |
| 7D | -6.6% | +2.0% | -8.6% | -6.0% |
| 30D | -8.1% | -7.1% | -1.0% | -10.1% |
| 3M | -25.7% | -28.6% | +3.0% | -32.7% |
| 6M | -29.5% | -44.0% | +14.5% | -39.8% |
| YTD | -16.2% | -31.7% | +15.5% | -22.6% |
| 1Y | +59.2% | -46.3% | +105.6% | +39.1% |
| 3Y | -33.7% | -78.3% | +44.5% | -46.3% |
| All | -45.4% | -95.6% | +50.3% | -71.2% |
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 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