+322.4%
PODD vs FIVE
+535.9%
-213.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -9.1% | -0.5% | -8.6% | -9.0% |
| 30D | +7.3% | +17.4% | -10.1% | +3.7% |
| 3M | +3.7% | +7.0% | -3.4% | +1.9% |
| 6M | -2.7% | +20.5% | -23.1% | -7.5% |
| YTD | -47.2% | +33.1% | -80.3% | -51.2% |
| 1Y | -54.0% | +67.1% | -121.1% | -59.7% |
| 3Y | -3.3% | +41.9% | -45.2% | -16.7% |
| 5Y | -52.3% | +21.1% | -73.4% | -58.7% |
| 10Y | +322.4% | +518.8% | -196.4% | +172.0% |
| All | +322.4% | +535.9% | -213.5% | +172.0% |
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