+104.2%
FE vs PODD
+308.0%
-203.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.7% | +0.1% |
| 7D | 0.0% | -2.1% | +2.1% | +0.1% |
| 30D | +5.2% | +9.0% | -3.9% | +4.3% |
| 3M | 0.0% | +5.2% | -5.2% | -0.6% |
| 6M | +5.0% | -3.2% | +8.2% | +4.8% |
| YTD | +7.9% | -48.5% | +56.3% | +13.4% |
| 1Y | +6.3% | -54.7% | +61.0% | +13.0% |
| 3Y | +46.0% | -7.8% | +53.8% | +42.9% |
| 5Y | +45.6% | -52.4% | +98.1% | +49.9% |
| All | +104.2% | +308.0% | -203.8% | +88.4% |
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