+906.2%
FN vs PODD
+240.0%
+666.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.5% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | -22.0% | +10.7% | -32.7% | -23.8% |
| 3M | -43.0% | +0.7% | -43.7% | -44.3% |
| 6M | -27.7% | -39.3% | +11.5% | -21.5% |
| YTD | -10.5% | -48.1% | +37.6% | +0.7% |
| 1Y | +12.5% | -57.4% | +69.9% | +32.3% |
| 3Y | +153.8% | -23.3% | +177.1% | +153.1% |
| 5Y | +288.0% | -51.3% | +339.3% | +315.5% |
| All | +906.2% | +240.0% | +666.2% | +671.8% |
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