-98.9%
VXX vs PODD
+74.7%
-173.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.3% | +5.5% | +1.9% |
| 7D | +7.2% | -10.6% | +17.7% | +1.1% |
| 30D | -5.8% | -6.9% | +1.1% | -9.1% |
| 3M | -29.0% | -10.6% | -18.4% | -32.7% |
| 6M | -44.0% | -43.5% | -0.5% | -58.7% |
| YTD | -28.7% | -52.6% | +23.9% | -52.2% |
| 1Y | -45.2% | -60.1% | +14.9% | -66.4% |
| 3Y | -77.8% | -21.7% | -56.2% | -77.2% |
| 5Y | -95.6% | -54.6% | -41.1% | -96.3% |
| All | -98.9% | +74.7% | -173.6% | -95.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling