-99.0%
VXX vs POET
+318.4%
-417.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.6% | -8.9% | -3.7% |
| 7D | +2.0% | +0.4% | +1.6% | +2.1% |
| 30D | -7.1% | -10.4% | +3.3% | -8.1% |
| 3M | -28.6% | -29.3% | +0.7% | -30.4% |
| 6M | -44.0% | +6.9% | -50.8% | -36.8% |
| YTD | -31.7% | +25.6% | -57.3% | -19.8% |
| 1Y | -46.3% | +49.2% | -95.5% | -33.1% |
| 3Y | -78.3% | +128.4% | -206.7% | -65.7% |
| 5Y | -95.8% | -4.2% | -91.6% | -93.8% |
| All | -99.0% | +318.4% | -417.4% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling