-54.4%
PODD vs ESI
+74.4%
-128.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.7% |
| 7D | -6.9% | +3.9% | -10.8% | -7.9% |
| 30D | -3.5% | -3.8% | +0.3% | -2.7% |
| 3M | -13.6% | -13.1% | -0.5% | -11.8% |
| 6M | -42.6% | +11.3% | -54.0% | -48.3% |
| YTD | -51.5% | +44.1% | -95.6% | -61.2% |
| 1Y | -60.9% | +40.3% | -101.2% | -68.6% |
| 3Y | -19.8% | +84.1% | -103.8% | -46.6% |
| 5Y | -54.4% | +75.8% | -130.2% | -69.3% |
| All | -54.4% | +74.4% | -128.8% | -69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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