+545.7%
FICO vs PODD
+308.1%
+237.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.1% | +1.3% |
| 7D | +0.9% | -4.4% | +5.3% | +2.0% |
| 30D | +9.4% | +9.4% | 0.0% | +6.1% |
| 3M | -30.4% | +3.6% | -34.0% | -31.3% |
| 6M | -35.1% | -4.0% | -31.2% | -35.5% |
| YTD | -56.8% | -47.9% | -8.9% | -48.2% |
| 1Y | -58.4% | -53.8% | -4.6% | -48.3% |
| 3Y | -26.7% | -4.5% | -22.2% | -32.1% |
| 5Y | +88.0% | -51.9% | +139.9% | +109.0% |
| 10Y | +545.7% | +308.9% | +236.8% | +281.8% |
| All | +545.7% | +308.1% | +237.6% | +281.8% |
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 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