+228.9%
ARM vs VSXY
+450.7%
-221.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.6% | +3.1% | +4.3% |
| 7D | -15.2% | +11.8% | -27.1% | -17.7% |
| 30D | -40.7% | +25.9% | -66.6% | -44.2% |
| 3M | -39.1% | +15.5% | -54.6% | -41.8% |
| 6M | -26.4% | +109.7% | -136.1% | -42.1% |
| YTD | +59.7% | +99.5% | -39.7% | +25.7% |
| 1Y | +10.3% | +197.5% | -187.2% | -24.1% |
| 3Y | +228.9% | +453.3% | -224.4% | +93.9% |
| All | +228.9% | +450.7% | -221.9% | +93.9% |
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