+221.7%
PODD vs FLR
+18.3%
+203.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.1% |
| 7D | -10.6% | -6.9% | -3.7% | -9.8% |
| 30D | -6.9% | +1.1% | -8.1% | -7.1% |
| 3M | -10.6% | +14.3% | -25.0% | -12.5% |
| 6M | -43.5% | +19.1% | -62.6% | -45.3% |
| YTD | -52.6% | +35.1% | -87.7% | -54.9% |
| 1Y | -60.1% | +29.5% | -89.6% | -62.0% |
| 3Y | -21.7% | +53.0% | -74.7% | -28.6% |
| 5Y | -54.6% | +238.9% | -293.5% | -62.5% |
| All | +221.7% | +18.3% | +203.4% | +162.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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