+55.0%
PODD vs ESTC
+24.6%
+30.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.2% | -0.3% |
| 7D | -4.4% | -3.6% | -0.8% | -3.6% |
| 30D | +9.4% | -11.2% | +20.6% | +12.2% |
| 3M | +3.6% | +14.3% | -10.7% | -1.1% |
| 6M | -4.0% | +67.0% | -70.9% | -17.3% |
| YTD | -47.9% | +15.7% | -63.6% | -51.4% |
| 1Y | -53.8% | -6.3% | -47.5% | -54.8% |
| 3Y | -4.5% | +14.5% | -19.0% | -19.8% |
| 5Y | -51.9% | -49.9% | -2.0% | -51.9% |
| All | +55.0% | +24.6% | +30.4% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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