-54.4%
PODD vs FTV
+1.8%
-56.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.8% | -2.4% |
| 7D | -6.9% | -1.3% | -5.6% | -6.2% |
| 30D | -3.5% | -9.5% | +6.1% | +1.8% |
| 3M | -13.6% | -10.9% | -2.7% | -8.7% |
| 6M | -42.6% | -0.6% | -42.0% | -43.3% |
| YTD | -51.5% | +1.4% | -52.9% | -53.0% |
| 1Y | -60.9% | +17.6% | -78.5% | -65.7% |
| 3Y | -19.8% | -3.3% | -16.5% | -22.3% |
| 5Y | -54.4% | -0.1% | -54.2% | -62.0% |
| All | -54.4% | +1.8% | -56.2% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling