+2,625.3%
FN vs PODD
+923.7%
+1,701.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.4% | -8.9% | -13.1% |
| 7D | -16.0% | +2.4% | -18.4% | -16.4% |
| 30D | -40.1% | +15.9% | -56.0% | -42.1% |
| 3M | -43.9% | +17.2% | -61.1% | -46.2% |
| 6M | -55.6% | -6.8% | -48.8% | -56.4% |
| YTD | -35.7% | -45.1% | +9.4% | -28.3% |
| 1Y | -39.8% | -50.3% | +10.5% | -31.4% |
| 3Y | +80.3% | -4.0% | +84.2% | +70.2% |
| 5Y | +143.3% | -49.3% | +192.6% | +158.1% |
| 10Y | +682.3% | +343.1% | +339.2% | +343.9% |
| All | +2,625.3% | +923.7% | +1,701.6% | +874.4% |
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