+238.0%
PODD vs FIVE
+470.8%
-232.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.1% | -7.2% | -3.2% |
| 7D | +1.6% | +4.3% | -2.6% | +0.6% |
| 30D | +10.7% | +12.5% | -1.8% | +7.6% |
| 3M | +0.7% | +31.2% | -30.5% | -5.6% |
| 6M | -39.3% | +14.4% | -53.6% | -41.8% |
| YTD | -48.1% | +33.9% | -82.0% | -52.1% |
| 1Y | -57.4% | +65.1% | -122.5% | -62.8% |
| 3Y | -23.3% | +49.0% | -72.2% | -35.0% |
| 5Y | -51.3% | +30.3% | -81.6% | -58.5% |
| All | +238.0% | +470.8% | -232.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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