-49.9%
VXX vs ARWR
+208.4%
-258.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.5% |
| 7D | -3.5% | +1.7% | -5.2% | -3.1% |
| 30D | -13.6% | -0.7% | -12.9% | -13.6% |
| 3M | -24.6% | +14.9% | -39.5% | -21.2% |
| 6M | -39.9% | +32.6% | -72.5% | -32.4% |
| YTD | -33.1% | +30.0% | -63.1% | -24.9% |
| 1Y | -49.9% | +208.4% | -258.3% | -33.7% |
| All | -49.9% | +208.4% | -258.3% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 1y: compounded portfolio wealth divided by compounded ARWR 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…
1y analysis · Full analysis span regression · 6 months rolling