-48.5%
PODD vs ET
+24.7%
-73.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.5% | +10.0% | +6.4% |
| 7D | +10.8% | -6.0% | +16.8% | +10.7% |
| 30D | +21.7% | -6.1% | +27.8% | +21.7% |
| 3M | -1.1% | -2.7% | +1.6% | -1.4% |
| 6M | -3.7% | +0.2% | -4.0% | -4.1% |
| YTD | -41.9% | +24.3% | -66.3% | -40.4% |
| 1Y | -48.5% | +26.4% | -74.9% | -47.2% |
| All | -48.5% | +24.7% | -73.2% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling