+46.0%
FE vs PODD
-51.4%
+97.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.1% | +0.9% |
| 7D | +1.2% | +4.1% | -2.8% | +0.9% |
| 30D | +4.5% | +13.9% | -9.3% | +3.5% |
| 3M | +1.3% | +4.1% | -2.8% | +0.9% |
| 6M | +8.7% | +2.4% | +6.2% | +8.0% |
| YTD | +9.2% | -46.4% | +55.6% | +13.7% |
| 1Y | +7.0% | -54.2% | +61.1% | +12.7% |
| 3Y | +51.4% | -6.9% | +58.2% | +47.5% |
| All | +46.0% | -51.4% | +97.4% | +50.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling