+206.9%
FN vs PODD
-52.5%
+259.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.3% | +9.6% | +11.6% |
| 7D | +16.3% | -2.5% | +18.8% | +16.6% |
| 30D | -24.7% | +10.7% | -35.5% | -26.0% |
| 3M | -34.9% | +6.1% | -41.1% | -35.9% |
| 6M | -41.1% | -2.8% | -38.3% | -42.2% |
| YTD | -19.6% | -47.3% | +27.7% | -9.2% |
| 1Y | -18.5% | -53.2% | +34.6% | -5.2% |
| 3Y | +119.1% | -2.0% | +121.1% | +107.8% |
| 5Y | +206.9% | -52.9% | +259.9% | +241.9% |
| All | +206.9% | -52.5% | +259.5% | +241.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling