+400.6%
PODD vs FTV
+127.6%
+273.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | +4.1% | +3.9% | +0.2% | +2.3% |
| 30D | +13.9% | +18.7% | -4.8% | +5.6% |
| 3M | +4.1% | +10.0% | -5.9% | -0.3% |
| 6M | +2.4% | +14.6% | -12.1% | -4.1% |
| YTD | -46.4% | +23.4% | -69.8% | -51.9% |
| 1Y | -54.2% | +31.3% | -85.5% | -60.1% |
| 3Y | -6.9% | +39.8% | -46.7% | -22.3% |
| 5Y | -51.6% | +17.7% | -69.3% | -57.5% |
| 10Y | +329.3% | +110.2% | +219.0% | +169.1% |
| All | +400.6% | +127.6% | +273.0% | +207.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling