+211.6%
FTI vs PODD
-4.1%
+215.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | -0.1% | +1.9% |
| 7D | +4.3% | +4.1% | +0.2% | +4.0% |
| 30D | -4.7% | +13.9% | -18.5% | -5.9% |
| 3M | -13.5% | +4.1% | -17.6% | -14.0% |
| 6M | -8.7% | +2.4% | -11.2% | -9.6% |
| YTD | +49.0% | -46.4% | +95.4% | +62.0% |
| 1Y | +54.0% | -54.2% | +108.2% | +71.8% |
| 3Y | +211.6% | -6.9% | +218.5% | +201.7% |
| All | +211.6% | -4.1% | +215.7% | +201.7% |
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 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