-99.0%
VXX vs ARMK
+91.7%
-190.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +0.8% |
| 7D | +1.6% | +0.3% | +1.2% | +1.9% |
| 30D | -9.5% | +2.4% | -11.8% | -7.6% |
| 3M | -27.3% | +6.1% | -33.3% | -23.5% |
| 6M | -43.3% | +41.8% | -85.1% | -23.1% |
| YTD | -30.9% | +55.5% | -86.4% | +2.3% |
| 1Y | -47.2% | +49.6% | -96.8% | -23.4% |
| 3Y | -78.5% | +122.8% | -201.3% | -50.6% |
| 5Y | -95.6% | +151.0% | -246.6% | -87.1% |
| All | -99.0% | +91.7% | -190.7% | -98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling