-9.2%
FLUT vs PODD
+228.4%
-237.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.2% |
| 7D | +3.8% | -4.1% | +7.9% | +4.5% |
| 30D | +6.3% | +0.8% | +5.5% | +6.1% |
| 3M | -4.0% | -6.1% | +2.0% | -3.1% |
| 6M | -10.3% | -40.0% | +29.7% | -3.7% |
| YTD | -53.2% | -49.9% | -3.2% | -48.5% |
| 1Y | -65.0% | -59.3% | -5.7% | -60.5% |
| 3Y | -43.9% | -17.2% | -26.7% | -43.2% |
| 5Y | -49.2% | -53.0% | +3.7% | -46.3% |
| All | -9.2% | +228.4% | -237.5% | -9.6% |
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 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