+296.4%
ARM vs VSXY
+338.3%
-41.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +3.3% |
| 7D | +5.5% | -14.0% | +19.4% | +9.0% |
| 30D | -8.2% | -15.9% | +7.7% | -4.8% |
| 3M | -35.9% | +3.4% | -39.3% | -37.3% |
| 6M | +103.1% | +25.9% | +77.2% | +82.8% |
| YTD | +130.6% | +39.5% | +91.1% | +100.1% |
| 1Y | +86.1% | +194.4% | -108.3% | +27.7% |
| All | +296.4% | +338.3% | -41.9% | +146.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling