-99.0%
VXX vs ARWR
+1,234.9%
-1,333.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +0.7% |
| 7D | +1.6% | -3.2% | +4.8% | +0.4% |
| 30D | -9.5% | -6.5% | -3.0% | -11.5% |
| 3M | -27.3% | +12.7% | -40.0% | -23.2% |
| 6M | -43.3% | +36.2% | -79.5% | -34.2% |
| YTD | -30.9% | +24.5% | -55.3% | -21.4% |
| 1Y | -47.2% | +198.0% | -245.2% | -14.0% |
| 3Y | -78.5% | +176.4% | -254.9% | -56.5% |
| 5Y | -95.6% | +26.6% | -122.2% | -92.0% |
| All | -99.0% | +1,234.9% | -1,333.9% | -90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling