+126.7%
EMB vs PODD
+545.1%
-418.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +0.5% | -4.4% | +4.9% | +0.7% |
| 30D | +0.9% | +9.4% | -8.6% | +0.4% |
| 3M | -2.1% | +3.6% | -5.8% | -2.3% |
| 6M | -2.2% | -4.0% | +1.8% | -2.3% |
| YTD | -0.6% | -47.9% | +47.3% | +2.0% |
| 1Y | +0.2% | -53.8% | +54.0% | +3.4% |
| 3Y | +29.5% | -4.5% | +34.1% | +28.4% |
| 5Y | +8.0% | -51.9% | +59.9% | +9.4% |
| 10Y | +35.3% | +308.9% | -273.5% | +25.3% |
| All | +126.7% | +545.1% | -418.4% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling