+291.6%
ETR vs PODD
+767.5%
-476.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +1.4% | +1.6% | -0.2% | +1.3% |
| 30D | +1.0% | +10.7% | -9.7% | -0.1% |
| 3M | -1.3% | +0.7% | -2.0% | -1.7% |
| 6M | +1.9% | -39.3% | +41.2% | +6.2% |
| YTD | +18.2% | -48.1% | +66.3% | +25.0% |
| 1Y | +24.7% | -57.4% | +82.1% | +34.3% |
| 3Y | +150.7% | -23.3% | +173.9% | +150.8% |
| 5Y | +127.0% | -51.3% | +178.3% | +133.6% |
| 10Y | +295.5% | +242.0% | +53.4% | +228.3% |
| All | +291.6% | +767.5% | -476.0% | +160.0% |
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