-78.3%
VXX vs PODD
-24.5%
-53.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -5.0% |
| 7D | +2.0% | -10.5% | +12.5% | -1.8% |
| 30D | -7.1% | -9.0% | +1.9% | -9.9% |
| 3M | -28.6% | -11.5% | -17.1% | -30.8% |
| 6M | -44.0% | -44.7% | +0.8% | -55.7% |
| YTD | -31.7% | -53.6% | +21.8% | -49.7% |
| 1Y | -46.3% | -61.0% | +14.6% | -63.2% |
| 3Y | -78.3% | -24.7% | -53.6% | -81.3% |
| All | -78.3% | -24.5% | -53.7% | -81.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling