+88.0%
ARM vs VSXY
+199.4%
-111.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.9% | -0.1% | +3.1% |
| 7D | +11.4% | -6.8% | +18.1% | +12.3% |
| 30D | -7.4% | -20.4% | +12.9% | -4.3% |
| 3M | -24.5% | +2.9% | -27.4% | -25.6% |
| 6M | +128.7% | +67.9% | +60.7% | +97.7% |
| YTD | +139.3% | +44.9% | +94.4% | +110.8% |
| 1Y | +88.0% | +205.9% | -118.0% | +22.4% |
| All | +88.0% | +199.4% | -111.4% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling