-78.3%
VXX vs ARMK
+127.5%
-205.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.2% | -7.4% | -1.1% |
| 7D | +2.0% | +3.1% | -1.1% | +5.3% |
| 30D | -7.1% | -2.8% | -4.3% | -9.6% |
| 3M | -28.6% | +7.6% | -36.2% | -22.9% |
| 6M | -44.0% | +47.9% | -91.9% | -12.5% |
| YTD | -31.7% | +60.0% | -91.8% | +18.0% |
| 1Y | -46.3% | +52.2% | -98.6% | -11.4% |
| 3Y | -78.3% | +131.4% | -209.7% | -28.7% |
| All | -78.3% | +127.5% | -205.8% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 3y: compounded portfolio wealth divided by compounded ARMK 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…
3y analysis · Full analysis span regression · 6 months rolling