+20.9%
ALB vs VXX
-99.0%
+119.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -2.3% |
| 7D | -8.6% | +1.6% | -10.1% | -8.2% |
| 30D | -4.0% | -9.5% | +5.4% | -6.6% |
| 3M | -17.4% | -27.3% | +9.9% | -23.9% |
| 6M | -25.4% | -43.3% | +17.9% | -35.1% |
| YTD | -10.5% | -30.9% | +20.3% | -16.4% |
| 1Y | +75.8% | -47.2% | +123.0% | +55.1% |
| 3Y | -28.5% | -78.5% | +50.0% | -40.2% |
| 5Y | -45.1% | -95.6% | +50.5% | -65.6% |
| All | +20.9% | -99.0% | +119.8% | -31.1% |
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