+6.9%
EMB vs PODD
-54.3%
+61.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | 0.0% | -6.9% | +6.9% | +0.5% |
| 30D | -0.3% | -3.5% | +3.2% | -0.1% |
| 3M | -0.3% | -13.6% | +13.3% | +0.3% |
| 6M | +0.7% | -42.6% | +43.4% | +4.2% |
| YTD | +1.3% | -51.5% | +52.7% | +5.9% |
| 1Y | +4.7% | -60.9% | +65.6% | +11.1% |
| 3Y | +30.1% | -19.8% | +49.9% | +28.9% |
| 5Y | +6.9% | -54.4% | +61.2% | +9.1% |
| All | +6.9% | -54.3% | +61.1% | +9.1% |
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