+316.4%
ARM vs VXX
-77.7%
+394.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -4.3% | +8.5% | +2.3% |
| 7D | +5.0% | +2.0% | +3.1% | +6.1% |
| 30D | -2.6% | -7.1% | +4.5% | -5.4% |
| 3M | -22.6% | -28.6% | +6.0% | -31.8% |
| 6M | +120.5% | -44.0% | +164.5% | +81.0% |
| YTD | +142.2% | -31.7% | +174.0% | +121.2% |
| 1Y | +71.2% | -46.3% | +117.5% | +45.1% |
| All | +316.4% | -77.7% | +394.1% | +252.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling