-34.0%
VXX vs POET
-29.8%
-4.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -12.7% | +42.8% | +28.6% |
| 7D | +27.5% | -24.7% | +52.2% | +24.3% |
| 30D | +32.5% | -44.7% | +77.3% | +25.9% |
| 3M | +8.2% | -47.3% | +55.6% | +2.8% |
| 6M | -22.7% | -53.7% | +31.1% | -25.2% |
| YTD | -16.1% | -32.7% | +16.6% | -1.7% |
| 1Y | -34.0% | -29.5% | -4.6% | -20.7% |
| All | -34.0% | -29.8% | -4.2% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 1y: compounded portfolio wealth divided by compounded POET 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…
1y analysis · Full analysis span regression · 6 months rolling