+824.1%
PODD vs FFIV
+916.5%
-92.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | +1.6% | -1.0% | +2.6% | +1.9% |
| 30D | +10.7% | -5.1% | +15.7% | +12.4% |
| 3M | +0.7% | -4.5% | +5.2% | +1.5% |
| 6M | -39.3% | +36.5% | -75.8% | -46.6% |
| YTD | -48.1% | +53.0% | -101.1% | -56.4% |
| 1Y | -57.4% | +24.2% | -81.6% | -61.8% |
| 3Y | -23.3% | +137.2% | -160.5% | -46.6% |
| 5Y | -51.3% | +91.8% | -143.0% | -63.7% |
| 10Y | +242.0% | +215.2% | +26.8% | +107.5% |
| All | +824.1% | +916.5% | -92.4% | +170.7% |
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