-27.3%
VXX vs PODD
-8.6%
-18.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +2.0% |
| 7D | +1.6% | -6.9% | +8.5% | +2.2% |
| 30D | -9.5% | -3.5% | -6.0% | -9.4% |
| 3M | -27.3% | -13.6% | -13.7% | -25.6% |
| All | -27.3% | -8.6% | -18.7% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 3mo: compounded portfolio wealth divided by compounded PODD 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…
3mo analysis · Full analysis span regression · Available span rolling