-47.6%
PODD vs VSXY
+42.7%
-90.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.9% | -7.4% | -3.9% |
| 7D | -4.1% | -6.8% | +2.7% | -3.6% |
| 30D | +0.8% | -20.4% | +21.2% | +2.7% |
| 3M | -6.1% | +2.9% | -9.0% | -6.7% |
| 6M | -40.0% | +67.9% | -107.9% | -44.1% |
| YTD | -49.9% | +44.9% | -94.8% | -52.8% |
| 1Y | -59.3% | +205.9% | -265.2% | -65.3% |
| 3Y | -17.2% | +373.9% | -391.1% | -38.4% |
| 5Y | -53.0% | +23.5% | -76.5% | -58.7% |
| All | -47.6% | +42.7% | -90.3% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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