+296.4%
ARM vs VXX
-78.1%
+374.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.6% | +3.3% | +4.2% |
| 7D | +5.5% | -3.5% | +8.9% | +3.9% |
| 30D | -8.2% | -13.6% | +5.4% | -13.7% |
| 3M | -35.9% | -24.6% | -11.3% | -41.7% |
| 6M | +103.1% | -39.9% | +143.0% | +73.0% |
| YTD | +130.6% | -33.1% | +163.7% | +108.5% |
| 1Y | +86.1% | -49.9% | +136.0% | +53.0% |
| All | +296.4% | -78.1% | +374.5% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling