+49.0%
FE vs PODD
-51.3%
+100.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | +1.9% | +1.6% | +0.3% | +1.8% |
| 30D | -1.2% | +10.7% | -11.8% | -2.0% |
| 3M | +3.5% | +0.7% | +2.8% | +3.1% |
| 6M | -6.1% | -39.3% | +33.2% | -3.0% |
| YTD | +7.6% | -48.1% | +55.7% | +12.4% |
| 1Y | +11.9% | -57.4% | +69.3% | +18.6% |
| 3Y | +48.4% | -23.3% | +71.7% | +47.5% |
| All | +49.0% | -51.3% | +100.3% | +52.0% |
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