+175.5%
EXE vs PODD
-52.6%
+228.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | -2.2% | -10.6% | +8.4% | -0.9% |
| 30D | -0.8% | -6.9% | +6.1% | 0.0% |
| 3M | +10.0% | -10.6% | +20.7% | +11.0% |
| 6M | -6.3% | -43.5% | +37.1% | -0.3% |
| YTD | -10.7% | -52.6% | +41.9% | -2.7% |
| 1Y | +2.7% | -60.1% | +62.8% | +14.4% |
| 3Y | +19.1% | -21.7% | +40.8% | +18.2% |
| 5Y | +105.4% | -54.6% | +160.0% | +114.9% |
| All | +175.5% | -52.6% | +228.1% | +189.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling