+764.2%
PODD vs ET
+756.9%
+7.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.8% | -3.9% | -3.3% |
| 7D | -6.9% | +0.6% | -7.5% | -7.1% |
| 30D | -3.5% | +5.3% | -8.7% | -4.9% |
| 3M | -13.6% | +15.6% | -29.2% | -17.2% |
| 6M | -42.6% | +20.6% | -63.2% | -45.8% |
| YTD | -51.5% | +38.5% | -90.0% | -56.0% |
| 1Y | -60.9% | +35.7% | -96.6% | -64.4% |
| 3Y | -19.8% | +98.4% | -118.1% | -34.8% |
| 5Y | -54.4% | +245.3% | -299.7% | -68.6% |
| 10Y | +236.1% | +173.7% | +62.3% | +121.4% |
| All | +764.2% | +756.9% | +7.3% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling