+125.6%
EMB vs PODD
+564.4%
-438.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.4% | -0.3% |
| 7D | -0.9% | +4.1% | -5.0% | -1.1% |
| 30D | +0.4% | +13.9% | -13.5% | -0.3% |
| 3M | -3.1% | +4.1% | -7.2% | -3.4% |
| 6M | -2.1% | +2.4% | -4.5% | -2.4% |
| YTD | -1.1% | -46.4% | +45.3% | +1.4% |
| 1Y | -0.1% | -54.2% | +54.1% | +3.1% |
| 3Y | +29.6% | -6.9% | +36.4% | +28.6% |
| 5Y | +7.2% | -51.6% | +58.8% | +8.5% |
| 10Y | +35.5% | +329.3% | -293.8% | +25.2% |
| All | +125.6% | +564.4% | -438.8% | +86.8% |
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 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