-43.3%
VXX vs ARWR
+39.8%
-83.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +0.9% |
| 7D | +1.6% | -3.2% | +4.8% | +0.7% |
| 30D | -9.5% | -6.5% | -3.0% | -10.9% |
| 3M | -27.3% | +12.7% | -40.0% | -23.0% |
| 6M | -43.3% | +36.2% | -79.5% | -25.1% |
| All | -43.3% | +39.8% | -83.1% | -25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling