+791.5%
PODD vs EFV
+129.2%
+662.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.7% | -2.8% | -3.0% |
| 7D | -4.1% | +1.0% | -5.1% | -4.9% |
| 30D | +0.8% | +0.2% | +0.6% | +0.6% |
| 3M | -6.1% | +9.6% | -15.7% | -13.2% |
| 6M | -40.0% | +14.0% | -54.0% | -46.6% |
| YTD | -49.9% | +18.5% | -68.4% | -57.0% |
| 1Y | -59.3% | +27.9% | -87.2% | -67.2% |
| 3Y | -17.2% | +92.4% | -109.7% | -52.9% |
| 5Y | -53.0% | +97.2% | -150.2% | -73.7% |
| 10Y | +226.1% | +163.0% | +63.1% | +37.1% |
| All | +791.5% | +129.2% | +662.3% | +205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling