-47.5%
VFC vs PODD
+308.1%
-355.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +3.5% | -4.4% | +7.9% | +4.4% |
| 30D | +38.3% | +9.4% | +28.8% | +35.7% |
| 3M | +40.2% | +3.6% | +36.5% | +38.9% |
| 6M | +10.6% | -4.0% | +14.6% | +10.1% |
| YTD | +16.7% | -47.9% | +64.7% | +31.9% |
| 1Y | +45.0% | -53.8% | +98.8% | +68.0% |
| 3Y | +48.8% | -4.5% | +53.3% | +47.9% |
| 5Y | -67.6% | -51.9% | -15.7% | -64.6% |
| 10Y | -47.5% | +308.9% | -356.4% | -56.7% |
| All | -47.5% | +308.1% | -355.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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