+6.3%
FE vs PODD
-54.7%
+61.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.2% | +5.7% | -0.1% |
| 7D | 0.0% | -2.1% | +2.1% | 0.0% |
| 30D | +5.2% | +9.0% | -3.9% | +4.7% |
| 3M | 0.0% | +5.2% | -5.2% | -0.4% |
| 6M | +5.0% | -3.2% | +8.2% | +5.0% |
| YTD | +7.9% | -48.5% | +56.3% | +9.5% |
| 1Y | +6.3% | -54.7% | +61.0% | +8.8% |
| All | +6.3% | -54.7% | +61.0% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling