-55.3%
PODD vs ET
+241.8%
-297.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -10.5% | +0.2% | -10.8% | -10.6% |
| 30D | -9.0% | +2.9% | -11.9% | -10.0% |
| 3M | -11.5% | +16.8% | -28.3% | -16.4% |
| 6M | -44.7% | +18.9% | -63.6% | -48.2% |
| YTD | -53.6% | +37.7% | -91.3% | -59.0% |
| 1Y | -61.0% | +32.4% | -93.4% | -65.0% |
| 3Y | -24.7% | +99.5% | -124.2% | -42.7% |
| All | -55.3% | +241.8% | -297.0% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling