+28.1%
ECL vs PODD
-53.4%
+81.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.6% |
| 6M | -1.1% | -40.0% | +38.9% | +6.5% |
| YTD | +6.5% | -49.9% | +56.5% | +18.2% |
| 1Y | +2.1% | -59.3% | +61.4% | +17.1% |
| 3Y | +57.6% | -17.2% | +74.8% | +54.0% |
| 5Y | +28.1% | -53.0% | +81.0% | +36.2% |
| All | +28.1% | -53.4% | +81.5% | +36.2% |
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