-13.9%
ARM vs VXX
-32.9%
+19.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.3% | -6.9% | -3.1% |
| 7D | +9.1% | -14.7% | +23.8% | -0.1% |
| 30D | -19.9% | +8.9% | -28.8% | -8.6% |
| 3M | -31.6% | -4.5% | -27.1% | -30.2% |
| 6M | -13.9% | -34.0% | +20.1% | -39.7% |
| All | -13.9% | -32.9% | +19.0% | -39.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling