+199.6%
ARM vs VXX
-76.9%
+276.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.3% | -6.9% | -3.6% |
| 7D | +9.1% | -14.7% | +23.8% | +2.7% |
| 30D | -19.9% | +8.9% | -28.8% | -12.5% |
| 3M | -31.6% | -4.5% | -27.1% | -28.9% |
| 6M | -13.9% | -34.0% | +20.1% | -21.3% |
| YTD | +74.3% | -29.2% | +103.5% | +71.1% |
| 1Y | +35.8% | -46.8% | +82.6% | +18.7% |
| 3Y | +268.6% | -76.2% | +344.8% | +232.5% |
| All | +199.6% | -76.9% | +276.5% | +172.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling