-54.6%
PODD vs EFV
+94.1%
-148.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.1% |
| 7D | -10.6% | -2.0% | -8.6% | -9.1% |
| 30D | -6.9% | -0.2% | -6.7% | -6.8% |
| 3M | -10.6% | +9.1% | -19.8% | -17.0% |
| 6M | -43.5% | +11.7% | -55.2% | -48.8% |
| YTD | -52.6% | +17.0% | -69.7% | -59.0% |
| 1Y | -60.1% | +26.7% | -86.8% | -67.9% |
| 3Y | -21.7% | +90.2% | -111.8% | -57.4% |
| 5Y | -54.6% | +96.1% | -150.7% | -77.0% |
| All | -54.6% | +94.1% | -148.6% | -77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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