+153.2%
ECL vs PODD
+223.9%
-70.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | +0.1% |
| 7D | -0.8% | -4.1% | +3.3% | -0.1% |
| 30D | -2.5% | +0.8% | -3.3% | -2.7% |
| 3M | +8.3% | -6.1% | +14.4% | +8.7% |
| 6M | -1.1% | -40.0% | +38.9% | +6.1% |
| YTD | +6.5% | -49.9% | +56.5% | +17.6% |
| 1Y | +2.1% | -59.3% | +61.4% | +16.3% |
| 3Y | +57.6% | -17.2% | +74.8% | +55.3% |
| 5Y | +28.1% | -53.0% | +81.0% | +35.4% |
| 10Y | +153.2% | +226.1% | -72.9% | +114.8% |
| All | +153.2% | +223.9% | -70.7% | +114.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling