+755.5%
FN vs PODD
+315.5%
+440.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | +20.8% | -4.4% | +25.1% | +21.6% |
| 30D | -17.3% | +8.1% | -25.4% | -18.6% |
| 3M | -38.1% | +2.9% | -41.0% | -38.9% |
| 6M | -44.2% | -5.7% | -38.5% | -45.1% |
| YTD | -22.3% | -47.5% | +25.2% | -12.9% |
| 1Y | -20.9% | -55.7% | +34.7% | -7.7% |
| 3Y | +111.1% | -3.7% | +114.8% | +99.9% |
| 5Y | +191.8% | -52.6% | +244.4% | +214.3% |
| All | +755.5% | +315.5% | +440.0% | +406.7% |
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