+560.6%
FTI vs PODD
+767.5%
-206.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | +0.2% |
| 7D | +5.3% | +1.6% | +3.7% | +4.9% |
| 30D | +15.3% | +10.7% | +4.7% | +12.5% |
| 3M | +15.8% | +0.7% | +15.0% | +13.9% |
| 6M | +22.6% | -39.3% | +61.9% | +34.5% |
| YTD | +79.5% | -48.1% | +127.7% | +104.0% |
| 1Y | +102.0% | -57.4% | +159.5% | +139.3% |
| 3Y | +315.8% | -23.3% | +339.1% | +313.3% |
| 5Y | +1,129.5% | -51.3% | +1,180.8% | +1,213.3% |
| 10Y | +320.9% | +242.0% | +78.9% | +145.9% |
| All | +560.6% | +767.5% | -206.9% | +103.7% |
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 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