-51.8%
PODD vs FTV
+17.3%
-69.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +4.1% | +3.9% | +0.2% | +1.9% |
| 30D | +13.9% | +18.7% | -4.8% | +3.8% |
| 3M | +4.1% | +10.0% | -5.9% | -1.3% |
| 6M | +2.4% | +14.6% | -12.1% | -5.8% |
| YTD | -46.4% | +23.4% | -69.8% | -53.4% |
| 1Y | -54.2% | +31.3% | -85.5% | -61.8% |
| 3Y | -6.9% | +39.8% | -46.7% | -28.4% |
| All | -51.8% | +17.3% | -69.1% | -62.2% |
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