+883.3%
FTI vs PODD
-51.4%
+934.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | -0.1% | +1.8% |
| 7D | +4.3% | +4.1% | +0.2% | +3.8% |
| 30D | -4.7% | +13.9% | -18.5% | -6.6% |
| 3M | -13.5% | +4.1% | -17.6% | -14.3% |
| 6M | -8.7% | +2.4% | -11.2% | -10.1% |
| YTD | +49.0% | -46.4% | +95.4% | +63.2% |
| 1Y | +54.0% | -54.2% | +108.2% | +73.3% |
| 3Y | +211.6% | -6.9% | +218.5% | +202.3% |
| All | +883.3% | -51.4% | +934.7% | +1,055.7% |
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 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