+827.7%
PODD vs FFIV
+726.0%
+101.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -4.4% | -4.2% | -0.2% | -3.0% |
| 30D | +9.4% | -33.9% | +43.3% | +24.1% |
| 3M | +3.6% | -22.6% | +26.3% | +11.0% |
| 6M | -4.0% | -10.4% | +6.4% | -2.9% |
| YTD | -47.9% | +24.3% | -72.2% | -53.9% |
| 1Y | -53.8% | +31.8% | -85.6% | -60.0% |
| 3Y | -4.5% | +99.5% | -104.0% | -30.8% |
| 5Y | -51.9% | +40.7% | -92.6% | -60.8% |
| 10Y | +308.9% | +126.9% | +182.0% | +173.2% |
| All | +827.7% | +726.0% | +101.7% | +186.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling