+236.1%
PODD vs FFIV
+239.4%
-3.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.9% | -6.9% | -4.4% |
| 7D | -6.9% | +3.5% | -10.4% | -8.1% |
| 30D | -3.5% | -1.3% | -2.1% | -3.2% |
| 3M | -13.6% | +2.4% | -16.0% | -15.0% |
| 6M | -42.6% | +41.8% | -84.4% | -50.9% |
| YTD | -51.5% | +58.5% | -110.0% | -60.6% |
| 1Y | -60.9% | +24.3% | -85.3% | -65.2% |
| 3Y | -19.8% | +152.0% | -171.8% | -49.4% |
| 5Y | -54.4% | +99.1% | -153.5% | -68.4% |
| 10Y | +236.1% | +242.8% | -6.7% | +93.6% |
| All | +236.1% | +239.4% | -3.4% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling