+1,157.0%
FTI vs PODD
-54.3%
+1,211.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | 0.0% |
| 7D | -2.3% | -6.9% | +4.6% | -1.3% |
| 30D | +5.0% | -3.5% | +8.5% | +5.5% |
| 3M | +13.8% | -13.6% | +27.4% | +15.4% |
| 6M | +22.9% | -42.6% | +65.5% | +32.7% |
| YTD | +75.0% | -51.5% | +126.5% | +94.5% |
| 1Y | +96.9% | -60.9% | +157.8% | +126.8% |
| 3Y | +276.7% | -19.8% | +296.5% | +274.5% |
| 5Y | +1,157.0% | -54.4% | +1,211.4% | +1,352.5% |
| All | +1,157.0% | -54.3% | +1,211.3% | +1,352.5% |
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