+268.6%
ARM vs VSXY
+455.0%
-186.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.0% |
| 7D | +9.1% | -1.7% | +10.9% | +9.6% |
| 30D | -19.9% | +20.1% | -40.1% | -23.7% |
| 3M | -31.6% | +16.6% | -48.2% | -34.8% |
| 6M | -13.9% | +134.9% | -148.8% | -34.8% |
| YTD | +74.3% | +96.0% | -21.7% | +37.4% |
| 1Y | +35.8% | +203.8% | -168.0% | -7.6% |
| 3Y | +268.6% | +465.3% | -196.7% | +120.5% |
| All | +268.6% | +455.0% | -186.4% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling