-95.7%
VXX vs PODD
-55.4%
-40.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -5.1% |
| 7D | +2.0% | -10.5% | +12.5% | -2.4% |
| 30D | -7.1% | -9.0% | +1.9% | -10.4% |
| 3M | -28.6% | -11.5% | -17.1% | -31.5% |
| 6M | -44.0% | -44.7% | +0.8% | -56.3% |
| YTD | -31.7% | -53.6% | +21.8% | -50.5% |
| 1Y | -46.3% | -61.0% | +14.6% | -63.8% |
| 3Y | -78.3% | -24.7% | -53.6% | -78.5% |
| All | -95.7% | -55.4% | -40.2% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling