+95.5%
ARES vs VXX
-95.6%
+191.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | -0.5% |
| 7D | -6.1% | +2.0% | -8.0% | -5.4% |
| 30D | -7.5% | -7.1% | -0.4% | -9.4% |
| 3M | +0.1% | -28.6% | +28.7% | -8.7% |
| 6M | +30.3% | -44.0% | +74.3% | +12.4% |
| YTD | -16.6% | -31.7% | +15.1% | -22.1% |
| 1Y | -26.1% | -46.3% | +20.2% | -34.6% |
| 3Y | +36.4% | -78.3% | +114.7% | +12.1% |
| All | +95.5% | -95.6% | +191.1% | +5.2% |
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