+81.3%
FN vs PODD
-4.4%
+85.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.4% | -8.9% | -14.1% |
| 7D | -16.0% | +2.4% | -18.4% | -15.9% |
| 30D | -40.1% | +15.9% | -56.0% | -40.3% |
| 3M | -43.9% | +17.2% | -61.1% | -44.2% |
| 6M | -55.6% | -6.8% | -48.8% | -55.2% |
| YTD | -35.7% | -45.1% | +9.4% | -26.8% |
| 1Y | -39.8% | -50.3% | +10.5% | -29.8% |
| All | +81.3% | -4.4% | +85.7% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling