+221.7%
PODD vs XME
+426.6%
-204.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.4% | -1.3% |
| 7D | -10.6% | -3.0% | -7.5% | -9.8% |
| 30D | -6.9% | -2.6% | -4.3% | -6.4% |
| 3M | -10.6% | +2.2% | -12.8% | -12.2% |
| 6M | -43.5% | +0.7% | -44.2% | -44.8% |
| YTD | -52.6% | +10.9% | -63.5% | -55.5% |
| 1Y | -60.1% | +35.7% | -95.8% | -65.3% |
| 3Y | -21.7% | +127.1% | -148.8% | -43.7% |
| 5Y | -54.6% | +168.5% | -223.0% | -69.1% |
| All | +221.7% | +426.6% | -204.8% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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