+3,689.8%
FN vs PODD
+867.1%
+2,822.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.1% | +5.2% | +3.6% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | -22.0% | +10.7% | -32.7% | -24.1% |
| 3M | -43.0% | +0.7% | -43.7% | -44.4% |
| 6M | -27.7% | -39.3% | +11.5% | -21.2% |
| YTD | -10.5% | -48.1% | +37.6% | +1.2% |
| 1Y | +12.5% | -57.4% | +69.9% | +33.3% |
| 3Y | +153.8% | -23.3% | +177.1% | +151.9% |
| 5Y | +288.0% | -51.3% | +339.3% | +315.9% |
| 10Y | +906.4% | +242.0% | +664.4% | +509.5% |
| All | +3,689.8% | +867.1% | +2,822.7% | +1,276.3% |
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