-99.0%
VXX vs ARWR
+1,238.4%
-1,337.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +2.0% | -4.0% | +6.0% | +0.5% |
| 30D | -7.1% | -5.0% | -2.1% | -8.7% |
| 3M | -28.6% | +11.3% | -40.0% | -25.1% |
| 6M | -44.0% | +42.6% | -86.6% | -33.9% |
| YTD | -31.7% | +24.8% | -56.5% | -22.4% |
| 1Y | -46.3% | +178.8% | -225.1% | -14.9% |
| 3Y | -78.3% | +183.3% | -261.6% | -55.6% |
| 5Y | -95.8% | +29.5% | -125.3% | -92.3% |
| All | -99.0% | +1,238.4% | -1,337.4% | -90.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling