+49.8%
FE vs PODD
-6.1%
+55.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | -0.3% | -4.4% | +4.1% | -0.1% |
| 30D | +3.9% | +8.1% | -4.2% | +3.4% |
| 3M | -0.1% | +2.9% | -3.0% | -0.3% |
| 6M | +6.1% | -5.7% | +11.8% | +6.1% |
| YTD | +8.1% | -47.5% | +55.5% | +10.7% |
| 1Y | +4.4% | -55.7% | +60.1% | +7.8% |
| All | +49.8% | -6.1% | +55.9% | +35.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling