+269.3%
FLUT vs PODD
+767.5%
-498.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.0% |
| 7D | -1.6% | +1.6% | -3.3% | -1.8% |
| 30D | +7.7% | +10.7% | -2.9% | +7.0% |
| 3M | -0.7% | +0.7% | -1.4% | -0.7% |
| 6M | -11.2% | -39.3% | +28.1% | -8.5% |
| YTD | -53.4% | -48.1% | -5.3% | -51.6% |
| 1Y | -65.8% | -57.4% | -8.3% | -64.0% |
| 3Y | -44.9% | -23.3% | -21.7% | -44.3% |
| 5Y | -49.7% | -51.3% | +1.6% | -48.5% |
| 10Y | -9.7% | +242.0% | -251.7% | -10.9% |
| All | +269.3% | +767.5% | -498.2% | +256.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling